A time-varying copula approach to oil and stock market dependence : the case of transition economies
Riadh Aloui; Shawkat Hammoudeh; Duc Khuong Nguyen
| Year of publication: |
2013
|
|---|---|
| Authors: | Aloui, Riadh ; Hammoudeh, Shawkat ; Nguyen, Duc Khuong |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 39.2013, p. 208-221
|
| Subject: | Copulas | Oil prices | Stock markets | Transition economies | Aktienmarkt | Stock market | Ölpreis | Oil price | Multivariate Verteilung | Multivariate distribution | Systemtransformation | Economic transition | Börsenkurs | Share price | Transformationsstaaten | Transition countries |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010234959