A test of the market efficiency of the integrated Latin American market (MILA) index in relation to changes in the price of oil
Year of publication: |
2015
|
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Authors: | Hernández-Gamarra, Katerin ; Sarmiento-Sabogal, Julio ; Cayon-Fallon, Edgardo |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 5.2015, 2, p. 534-539
|
Subject: | Market Efficiency | Asymmetric Granger Causality | Asset-pricing Models | MILA Index | Oil Prices | Effizienzmarkthypothese | Efficient market hypothesis | Ölpreis | Oil price | Kausalanalyse | Causality analysis | Schätzung | Estimation | Ölmarkt | Oil market | Lateinamerika | Latin America | Aktienindex | Stock index |
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