Oil prices and MENA stock markets : new evidence from nonlinear and asymmetric causalities during and after the crisis period
Ahdi Noomen Ajmi, Ghassen El Montasser, Shawkat Hammoudeh and Duc Khuong Nguyen
| Year of publication: |
2014
|
|---|---|
| Authors: | Ajmi, Ahdi Noomen ; El Montasser, Ghassen ; Hammoudeh, Shawkat ; Nguyen, Duc Khuong |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 16/18, p. 2167-2177
|
| Subject: | MENA countries | stock markets | oil prices | nonlinear causality | MENA-Staaten | Ölpreis | Oil price | Aktienmarkt | Stock market | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Kointegration | Cointegration | Nichtlineare Regression | Nonlinear regression | Volatilität | Volatility |
| 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/10010413309