Do oil prices and exchange rates affect the US stock market? : new evidence from the asymmetric cointegration approach
Year of publication: |
2021
|
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Authors: | Panagiotis, Rafailidis ; Constantinos, Katrakilidis |
Published in: |
Bulletin of applied economics. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 2056-3728, ZDB-ID 2818826-3. - Vol. 8.2022, 2, p. 147-161
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Subject: | stock prices | exchange rates | oil prices | asymmetric cointegration | ARDL | NARDL | Forecasting | Wechselkurs | Exchange rate | Kointegration | Cointegration | Ölpreis | Oil price | Börsenkurs | Share price | USA | United States | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Schätzung | Estimation | US-Dollar | US dollar |
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