Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach
Hao-Wen Chang, Tsangyao Chang, Yuan Hung Ling, Yung-Lieh Yang
| Year of publication: |
2023
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|---|---|
| Authors: | Chang, Hao Wen ; Chang, Tsangyao ; Ling, Yuan Hung ; Yang, Yung-Lieh |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 54.2023, p. 1-9
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| Subject: | Stock market | Quantile connectedness approach | Oil price | Ölpreis | Aktienmarkt | VAR-Modell | VAR model | Ölmarkt | Oil market | Kointegration | Cointegration | Volatilität | Volatility | Börsenkurs | Share price | Aktienindex | Stock index | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.103748 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014472716