Relationship between oil, stock prices and exchange rates : a vine copula based GARCH method
Riadh Aloui, Mohamed Safouane Ben Aïssa
| Year of publication: |
July 2016
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|---|---|
| Authors: | Aloui, Riadh ; Ben Aïssa, Mohamed Safouane |
| 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. 37.2016, p. 458-471
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| Subject: | Vine copulas | Dependence measures | Crude oil price | Stock index | Exchange rate | Wechselkurs | Börsenkurs | Share price | Multivariate Verteilung | Multivariate distribution | Ölpreis | Oil price | Volatilität | Volatility | ARCH-Modell | ARCH model | Aktienindex | Kointegration | Cointegration | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2016.05.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011672989