Please use this identifier to cite or link to this item: http://dspace.lib.uom.gr/handle/2159/20056
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dc.contributor.advisorΦουντάς, Στυλιανόςel
dc.contributor.authorΜαντούση, Κωνσταντινιάel
dc.date.accessioned2017-03-20T13:45:36Z-
dc.date.available2017-03-20T13:45:36Z-
dc.date.issued2017el
dc.identifier.urihttp://dspace.lib.uom.gr/handle/2159/20056-
dc.descriptionΔιπλωματική εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2017.el
dc.description.abstractThis paper provides further evidence of linkages and volatility transmission between oil prices and stock markets for a sample of four important countries (U.S.A., Germany, France and Japan) over the period from November 1990 to August 2014. We make use of a univariate GARCH model and a multivariate GARCH model with time varying conditional correlation, namely Dynamic Conditional Correlation model. On the whole, our results illustrate the existence of volatility spillovers between stock markets and world oil prices.el
dc.format.extent34el
dc.language.isoenen
dc.publisherΠανεπιστήμιο Μακεδονίαςel
dc.subjectVolatility transmissionen
dc.titleVolatility transmission between stock markets and oil pricesen
dc.typeElectronic Thesis or Dissertationen
dc.typeTexten
dc.contributor.departmentΔιατμηματικό Πρόγραμμα Μεταπτυχιακών Σπουδών στην Οικονομική Επιστήμηel
Appears in Collections:ΔΠΜΣ Οικονομική Επιστήμη (M)

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