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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

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

Öz

Toplam 0 adet kaynakça vardır.

Ayrıntılar

Diğer ID JA62JM74RR
Bölüm Araştırma Makalesi
Yazarlar

Nadhem Selmi Bu kişi benim

Nejib Hachicha Bu kişi benim

Yayımlanma Tarihi 1 Haziran 2014
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.
AMA Selmi N, Hachicha N. Were Oil Price Markets the Source of Credit Crisis in European Countries? Evidence Using a VAR-MGARCH-DCC Model. IJEEP. Haziran 2014;4(2):169-177.
Chicago 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 4, sy. 2 (Haziran 2014): 169-77.
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 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, 2014.
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 (Haziran 2014), 169-177.
JAMA 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, 2014, ss. 169-77.
Vancouver 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):169-77.