Open Access Library Journal

Vol.3 No.12(2016), Paper ID 72673, 23 pages

DOI:10.4236/oalib.1103218

 

Conditional Correlations and Volatility Spillovers between Crude Oil and Stock Index Returns of Middle East Countries

 

Nagmi M. Moftah Aimer

 

Social Sciences Institute, Department of Business Administration, Kastamonu University, Kastamonu, Turkey

 

Copyright © 2016 Nagmi M. Moftah Aimer et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Aimer, N. (2016) Conditional Correlations and Volatility Spillovers between Crude Oil and Stock Index Returns of Middle East Countries. Open Access Library Journal, 3, 1-23. doi: 10.4236/oalib.1103218.
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