Stock returns, crude oil and gold prices in Turkey : evidence from rolling window-based nonparametric quantile causality test
Ugur Korkut Pata, Ojonugwa Usman, Godwin Olasehinde-Williams, Oktay Ozkan
| Year of publication: |
2024
|
|---|---|
| Authors: | Pata, Ugur Korkut ; Usman, Ojonugwa ; Olasehinde-Williams, Godwin ; Ozkan, Oktay |
| Subject: | Crude oil prices | Gold prices | Stock returns | Volatility | Rolling windows | Quantile causality test | Volatilität | Ölpreis | Oil price | Kausalanalyse | Causality analysis | Türkei | Turkey | Gold | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Erdöl | Petroleum | Kapitalmarktrendite | Capital market returns | Kointegration | Cointegration | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-023-09430-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015072381