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

Author

Bouri, Elie

Subjects
Stock markets -- Prices and rates, Stock market, Company pricing policy, Business, international
Abstract

Abstract This paper examines the return and volatility linkages between oil prices and the Lebanese stock market by applying the newly developed VAR-GARCH (Vector Autoregressive-Generalized Autoregressive Conditional Heteroskedasticity) model to [...]

Published
2015

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