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Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model

Yıl 2014, Cilt: 4 Sayı: 2, 169 - 177, 01.06.2014

Nadhem Selmi Nejib Hachicha

https://izlik.org/JA33RF43XT

Öz

This paper examines the role of oil prices, credit, financial and commercial linkages in the propagation of industrial market crises during the period 2004-2012. Using VAR-MGARCH-DCC model regressions on seven markets finds that credit linkage played a significant role in the subprime, financial and global crises. Our results also show that the European debt crisis has already spread like a crisis from oil prices to Ireland and Portugal, and other countries are now at risk: Spain is a probable candidate for financial crisis.

Anahtar Kelimeler

Oil price Contagion Crisis VAR-MGARCH-DCC

Yıl 2014, Cilt: 4 Sayı: 2, 169 - 177, 01.06.2014

Nadhem Selmi Nejib Hachicha

https://izlik.org/JA33RF43XT

Öz

Toplam 0 adet kaynakça vardır.

Ayrıntılar

Diğer ID JA62JM74RR
Yazarlar

Nadhem Selmi Bu kişi benim

Nejib Hachicha Bu kişi benim

Yayımlanma Tarihi 1 Haziran 2014
IZ https://izlik.org/JA33RF43XT
Yayımlandığı Sayı Yıl 2014 Cilt: 4 Sayı: 2

Kaynak Göster

APA Selmi, N., & Hachicha, N. (2014). Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model. International Journal of Energy Economics and Policy, 4(2), 169-177. https://izlik.org/JA33RF43XT
AMA 1.Selmi N, Hachicha N. Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model. IJEEP. 2014;4(2):169-177. https://izlik.org/JA33RF43XT
Chicago Selmi, Nadhem, ve Nejib Hachicha. 2014. “Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model”. International Journal of Energy Economics and Policy 4 (2): 169-77. https://izlik.org/JA33RF43XT.
EndNote Selmi N, Hachicha N (01 Haziran 2014) Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model. International Journal of Energy Economics and Policy 4 2 169–177.
IEEE [1]N. Selmi ve N. Hachicha, “Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model”, IJEEP, c. 4, sy 2, ss. 169–177, Haz. 2014, [çevrimiçi]. Erişim adresi: https://izlik.org/JA33RF43XT
ISNAD Selmi, Nadhem - Hachicha, Nejib. “Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model”. International Journal of Energy Economics and Policy 4/2 (01 Haziran 2014): 169-177. https://izlik.org/JA33RF43XT.
JAMA 1.Selmi N, Hachicha N. Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model. IJEEP. 2014;4:169–177.
MLA Selmi, Nadhem, ve Nejib Hachicha. “Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model”. International Journal of Energy Economics and Policy, c. 4, sy 2, Haziran 2014, ss. 169-77, https://izlik.org/JA33RF43XT.
Vancouver 1.Nadhem Selmi, Nejib Hachicha. Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model. IJEEP [Internet]. 01 Haziran 2014;4(2):169-77. Erişim adresi: https://izlik.org/JA33RF43XT