Dynamic causality between oil prices and stock market indexes in Russia and China : does US financial instability matter?
Amal Ghedira and Mohamed Sahbi Nakhli
| Year of publication: |
2024
|
|---|---|
| Authors: | Ghedira, Amal ; Nakhli, Mohamed Sahbi |
| Published in: |
International journal of emerging markets. - Bradford : Emerald, ISSN 1746-8817, ZDB-ID 2242085-X. - Vol. 19.2024, 11, p. 4186-4203
|
| Subject: | Oil price | Stock index | Granger causality | Bootstrap rolling-window | Probit regression | Ölpreis | Aktienindex | Kausalanalyse | Causality analysis | Russland | Russia | China | Börsenkurs | Share price | Schätzung | Estimation | Volatilität | Volatility | VAR-Modell | VAR model | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJOEM-06-2022-1018 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015395361