Dynamic relations between oil and stock market returns : a multi-country study
Jose E. Gomez-Gonzalez, Jorge Hirs-Garzon, Juliana Gamboa-Arbelaez
| Year of publication: |
2020
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|---|---|
| Authors: | Gomez-Gonzalez, Jose E. ; Hirs-Garzon, Jorge ; Gamboa-Arbelaez, Juliana |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 51.2020, p. 1-14
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| Subject: | LASSO methods | Oil-stock market nexus | Time-varying causality | Börsenkurs | Share price | Aktienmarkt | Stock market | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Kausalanalyse | Causality analysis | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2019.101082 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012659680