Will the oil price change damage the stock market in a bull market? : a re-examination of their conditional relationships
Shu-Yi Liao; Sheng-Tung Chen; Mao-Lung Huang
| Year of publication: |
May 2016
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|---|---|
| Authors: | Liao, Shu-Yi ; Chen, Sheng-tung ; Huang, Mao-Lung |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 50.2016, 3, p. 1135-1169
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| Subject: | Oil price | Bull market | Markov-switching model | Interactive dummy variable | Ölpreis | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility | Markov-Kette | Markov chain | Zeitreihenanalyse | Time series analysis | Ölmarkt | Oil market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-015-0972-5 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011481444