Risk and Return Transmissions From Crude Oil to Latin American Stock Markets During the Crisis: Portfolio Implications
Using the DCC-GARCH model, this study examines the return and volatility spillovers between crude oil and emerging Latin American stock markets during the entire studying period and two subsamples, including the global financial crisis and the Chinese Stock market crash. The findings reveal a positi...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
SAGE Publishing
2021-04-01
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| Series: | SAGE Open |
| Online Access: | https://doi.org/10.1177/21582440211013800 |