A VAR approach to the analysis of the relationship between oil prices and industry equity returns
Year of publication: |
2013
|
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Authors: | Falzon, Joseph ; Castillo, Daniel |
Published in: |
Bank performance, risk and securitisation. - Basingstoke, Hampshire [u.a.] : Palgrave Macmillan, ISBN 1-137-33208-5. - 2013, p. 271-301
|
Subject: | Ölpreis | Oil price | VAR-Modell | VAR model | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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