Asymmetric effects of oil price fluctuations in international stock markets
Year of publication: |
2010-02
|
---|---|
Authors: | Ramos, Sofía B. ; Veiga, Helena |
Institutions: | Departamento de Estadistica, Universidad Carlos III de Madrid |
Subject: | Asymmetry | Multifactor asset pricing Models | Oil prices | Panel data | Quantile regression | Volatility |
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