Work

Intraday volatility interaction between the crude oil and equity markets

Year: 2015

Type: article

Source: Journal of International Financial Markets Institutions and Money

DOI: 10.1016/j.intfin.2015.07.007

Authors: Dinh Hoang Bach Phan, Susan Sunila Sharma, Paresh Kumar Narayan

Institution: Deakin University

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1832391153

FWCI: 22.54

Cites: 78

Cited by: 117

Related to: 10