How do great shocks influence the correlation between oil and international stock markets?
Bing Zhang
| Year of publication: |
March 2017
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|---|---|
| Authors: | Zhang, Bing |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 15, p. 1513-1526
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| Subject: | Conditional correlation | oil market | stock market | shocks | Schock | Shock | Aktienmarkt | Stock market | Korrelation | Correlation | Ölpreis | Oil price | Welt | World | Ölmarkt | Oil market | Börsenkurs | Share price | VAR-Modell | VAR model | Preiskonvergenz | Price convergence | Schätzung | Estimation | Volatilität | Volatility | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2016.1221040 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011813622