A change in the time-varying correlation between oil prices and the stock market
Paul M. Jones and Luke Collins
| Year of publication: |
2019
|
|---|---|
| Authors: | Jones, Paul ; Collins, Luke |
| Subject: | Multivariate GARCH | nonlinear models | oil prices | stock returns | Ölpreis | Oil price | ARCH-Modell | ARCH model | Börsenkurs | Share price | Korrelation | Correlation | Kapitaleinkommen | Capital income | Schätzung | Estimation | Volatilität | Volatility | Aktienmarkt | Stock market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2018.1488037 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012204266