Volatility transmission between oil prices and banks stock prices as a new source of instability: Lessons from the US Experience
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More about this item
Keywords
Oil; US banks stock; Realized Volatility; VARFIMA model .;All these keywords.
JEL classification:
- G1 - Financial Economics - - General Financial Markets
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2019-10-21 (Energy Economics)
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