Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries

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Authors: Rustam Boldanov, Stavros Degiannakis, George Filis

Journal title: International Review of Financial Analysis

Journal number: 48

Journal publisher: Elsevier BV

Published year: 2016

Published pages: 209-220

DOI identifier: 10.1016/j.irfa.2016.10.002

ISSN: 1057-5219