Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables
Nader Naifar; Mohammed Saleh Al Dohaiman
| Year of publication: |
2013
|
|---|---|
| Authors: | Naifar, Nader ; Mohammed Saleh Al Dohaiman |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 27.2013, p. 416-431
|
| Subject: | Crude oil price volatility | GCC economy | Nonlinear relationship | Stock market | Regime switching | Volatilität | Volatility | Ölpreis | Oil price | Welt | World | Aktienmarkt | Schätzung | Estimation | Nichtlineare Regression | Nonlinear regression | Kointegration | Cointegration |
| Extent: | graph. Darst. |
|---|---|
| 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/10009740784