Fern Barrow
Poole BH12 5BB, Dorset BH8 8EB
United Kingdom
Bournemouth University
SSRN RANKINGS
in Total Papers Citations
Information Economics, Information, Business Markets, Marcoms Strategies, Branding and Stock Options
Conditional Volatility, Realized Volatility, Time-Varying Correlation, Diag-BEKK, GARCH, Oil-Importing Countries, Oil-Exporting Countries
Diag-VECH GARCH, Dynamic correlation, Multivariate Heteroskedastic Framework, Oil Price Returns, Oil Price Shocks, Stock Market Sectors
Scalar-BEKK, Multivariate Riskmetrics, Time Varying Correlation, EU Business Cycle, Business Cycle Synchronisation
Policy uncertainty, Dynamic correlation, Stock market return, Implied volatility, Oil price shock
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