Return and volatility linkages between oil prices and the Lebanese stock market in crisis periods

By Elie Bouri. 2015

139 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/21c226202a4a5c08f5eab223e7b0165ab755eae3

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In Economics and Econometrics

1. Elie Bouri
2. Aktham Issa Maghyereh
3. B. Awartani
4. George Filis
5. David Roubaud
6. Rangan Gupta
7. Stavros Degiannakis *
8. Vipin Arora

Citations in the corpus

• The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes (2016, background): “Theycon-form nicely to the strand of literature that fi nds that the main information crosses are from the oil market to equity markets (Arouri et al., 2011; Awartani and Maghyereh, 2013; Bouri, 2015a,b; Bouri and Demirer, 2016; Malik and Hammoudeh, 2007; Malik and Ewing, 2009).”