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Shock and volatility transmission in the oil, US and Gulf equity markets
Farooq Malik
, Shawkat Hammoudeh
Research output
:
Contribution to journal
›
Article
›
peer-review
290
Scopus citations
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Dive into the research topics of 'Shock and volatility transmission in the oil, US and Gulf equity markets'. Together they form a unique fingerprint.
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Keyphrases
Shock Transmission
100%
Equity Markets
100%
Volatility Transmission
100%
Oil Market
66%
Saudi Arabia
66%
Bahrain
33%
Asset Pricing Model
33%
Stock Market
33%
Transmission Mechanism
33%
Volatility
33%
US Equity Market
33%
Model Forecast
33%
Gulf Countries
33%
Global Oil Market
33%
Oil Price Returns
33%
US Equities
33%
Second Moment
33%
Volatility Spillover
33%
Kuwait
33%
Equity Prices
33%
Return Volatility
33%
International Crude Oil Market
33%
Saudi Stock Market
33%
Economics, Econometrics and Finance
Volatility
100%
Oil Market
100%
Financial Economics
25%
Transmission Mechanism
25%
Spillover Effect
25%
Returns Volatility
25%
Gulf Countries
25%