Symmetric and asymmetric causal relationship between oil prices and G7 stock markets : a bootstrap rolling-window granger causality test
Khaled Mokni, Mohamed Sahbi Nakhli, Othman Mnari, Khemaies Bougatef
| Year of publication: |
2021
|
|---|---|
| Authors: | Mokni, Khaled ; Nakhli, Mohamed Sahbi ; Mnari, Othman ; Bougatef, Khemaies |
| Subject: | oil price | stock market | G7 country | time-varying causality | asymmetry | Kausalanalyse | Causality analysis | Ölpreis | Oil price | Börsenkurs | Share price | Aktienmarkt | Stock market | Kointegration | Cointegration | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.11130/jei.2021.36.4.7 [DOI] 10.11130/jei.2021.36.4.718 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013163811