Oil and stock prices : new evidence from a time varying homogenous panel smooth transition VECM for seven developing countries
Resat Ceylan, Mehmet Ivrendi, Muhammed Shahbaz, Tolga Omay
| Year of publication: |
2022
|
|---|---|
| Authors: | Ceylan, Resat ; Ivrendi, Mehmet ; Shahbaz, Muhammed ; Omay, Tolga |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 27.2022, 1, p. 1085-1100
|
| Subject: | stock prices | causality | oil price | time-varying nonlinearity | Börsenkurs | Share price | Ölpreis | Oil price | Kointegration | Cointegration | Schätzung | Estimation | Kausalanalyse | Causality analysis | Entwicklungsländer | Developing countries | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Panel | Panel study |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2202 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012814984