Time-varying causality between crude oil and stock markets : what can we learn from a multiscale perspective?
Rania Jammazi, Román Ferrer, Francisco Jareño, Syed Jawad Hussain Shahzad
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Jammazi, Rania ; Ferrer, Román ; Jareño, Francisco ; Shahzad, Syed Jawad Hussain |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 49.2017, p. 453-483
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| Subject: | Oil price | Stock returns | Wavelet analysis | Granger causality | Ölpreis | Kausalanalyse | Causality analysis | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Zustandsraummodell | State space model | Aktienmarkt | Stock market | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2017.03.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011748513