A copula-TGARCH approach of conditional dependence between oil price and stock market index : the case of Mexico
Arturo Lorenzo Valdés, Leticia Armenta Fraire, Rocío Durán Vázquez
| Year of publication: |
enero-junio de 2016
|
|---|---|
| Authors: | Valdés, Arturo Lorenzo ; Armenta Fraire, Leticia ; Vázquez, Rocío Durán |
| Published in: |
Estudios económicos. - México : [Verlag nicht ermittelbar], ISSN 0188-6916, ZDB-ID 737390-9. - Vol. 31.2016, 1, p. 47-63
|
| Subject: | stock returns | oil returns | TGARCH | Mexiko | Mexico | Ölpreis | Oil price | Aktienindex | Stock index | Kapitaleinkommen | Capital income | Börsenkurs | Share price | ARCH-Modell | ARCH model | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Zusammenfassung in spanischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011580826