Revisiting the oil price and stock market nexus : a nonlinear Panel ARDL approach
Afees A. Salisu, Kazeem O. Isah
| Year of publication: |
November 2017
|
|---|---|
| Authors: | Salisu, Afees A. ; Isah, Kazeem O. |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 66.2017, p. 258-271
|
| Subject: | Oil price | Stock price | Asymmetry | Heterogenous panels | Oil exporting | Oil importing | Forecast evaluation | Ölpreis | Kointegration | Cointegration | Ölmarkt | Oil market | Panel | Panel study | Börsenkurs | Share price | Volatilität | Volatility | VAR-Modell | VAR model | Aktienmarkt | Stock market | Erdöl | Petroleum | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2017.07.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011813734