Correlations between oil and stock markets : a wavelet-based approach
Belén Martín-Barragán, Sofia B. Ramos, Helena Veiga
| Year of publication: |
November 2015
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|---|---|
| Authors: | Martín-Barragán, Belén ; Ramos, Sofia B. ; Veiga, Helena |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 50.2015, p. 212-227
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| Subject: | Contagion | Correlations | Financial shocks | Interdependence | International financial markets | Oil shocks | Stock market returns | Wavelets | Aktienmarkt | Stock market | Internationaler Finanzmarkt | International financial market | Schock | Shock | Korrelation | Correlation | Ölpreis | Oil price | Preiskonvergenz | Price convergence | Börsenkurs | Share price | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Ansteckungseffekt | Contagion effect | Welt | World | Finanzkrise | Financial crisis | Zustandsraummodell | State space model | Schätzung | Estimation | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2015.06.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011440530