Oil prices, stock returns, and exchange rates : empirical evidence from China and the United States
Year of publication: |
2018
|
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Authors: | Bai, Shuming ; Koong, Kai S. |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 44.2018, p. 12-33
|
Subject: | Diagonal BEKK | Dynamic correlation | Exchange rates | Function | Impulse response | Oil prices | Stock markets | Ölpreis | Oil price | Wechselkurs | Exchange rate | USA | United States | China | Börsenkurs | Share price | Korrelation | Correlation | Volatilität | Volatility |
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