Modelling asymmetry in oil, gold and stock markets by a hidden cointegration technique
Abdulnasser Hatemi-J; Manuchehr Irandoust
| Year of publication: |
2015
|
|---|---|
| Authors: | Hatemi-J, Abdulnasser ; Irandoust, Manuchehr |
| Published in: |
Economia internazionale. - Genova : Inst., ISSN 0012-981X, ZDB-ID 1799-1. - Vol. 68.2015, 2, p. 213-228
|
| Subject: | Stock Market | Oil and Gold | Asymmetry | Hidden cointegration | GCC | Kointegration | Cointegration | Aktienmarkt | Stock market | Gold | Arabische Golf-Staaten | Gulf countries | Börsenkurs | Share price | Ölpreis | Oil price | VAR-Modell | VAR model | Erdöl | Petroleum |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011304760