Influence of oil price volatility of developed countries on emerging countries stock market returns by using threshold based approach
Kirti Arekar, Rinku Jain
| Year of publication: |
October 2017
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|---|---|
| Authors: | Arekar, Kirti ; Jain, Rinku |
| Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 7.2017, 6, p. 1834-1847
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| Subject: | Logistic Transition Based Autoregressive Model (LSTR) | Non-Linear | Vector Decomposition Method | Emerging Markets | Schwellenländer | Emerging economies | Volatilität | Volatility | Ölpreis | Oil price | Entwicklungsländer | Developing countries | Aktienmarkt | Stock market | Dekompositionsverfahren | Decomposition method | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/tel.2017.76125 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011777304