摘要 : In this study, we examine oil price extreme tail risk spillover to individual Gulf Cooperation Council (GCC) stock markets and quantify this spillover's shift before and during the COVID-19 pandemic. A dynamic conditional correlat... 展开
作者 | Abuzayed~ Bana Al-Fayoumi~ Nedal |
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作者单位 | |
期刊名称 | 《The North American journal of economics and finance》 |
页码/总页数 | 101476.1-101476.18 / 18 |
语种 | 英语 |
关键词 | Oil GCC COVID-19 Systemic risk Stock market |
DOI | 10.1016/j.najef.2021.101476 |
馆藏号 | f-183 |