Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries

Shawkat Hammoudeh, Xuan Vinh Vo, Sang Hoon Kang

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	Journal of International Financial Markets, Institutions and Money
Publication status	Published - 2021

Cite this

@article{5e8c3516b07f43cfa05a929b8885744d,

title = "Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries",

author = "{Shawkat Hammoudeh} and {Xuan Vinh Vo} and {Sang Hoon Kang} and Walid Mensi",

year = "2021",

language = "English",

journal = "Journal of International Financial Markets, Institutions and Money",

issn = "1042-4431",

publisher = "Elsevier BV",

}

TY - JOUR

T1 - Volatility spillovers between oil and equity markets and portfolio risk implications in the US and vulnerable EU countries

AU - Shawkat Hammoudeh

AU - Xuan Vinh Vo

AU - Sang Hoon Kang

AU - Mensi, Walid

PY - 2021

Y1 - 2021

M3 - Article

SN - 1042-4431

JO - Journal of International Financial Markets, Institutions and Money

JF - Journal of International Financial Markets, Institutions and Money

ER -