Can crude oil drive the co-movement in the international stock market? : evidence from partial wavelet coherence analysis
Year of publication: |
2020
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Authors: | Wu, Kai ; Zhu, Jingran ; Xu, Mingli ; Yang, Lu |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 53.2020, p. 1-17
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Subject: | Crude oil price | Multiple correlation | Partial correlation | Stock market | Wavelet analysis | Ölpreis | Oil price | Korrelation | Correlation | Aktienmarkt | Zustandsraummodell | State space model | Welt | World | Erdöl | Petroleum | Volatilität | Volatility | Preiskonvergenz | Price convergence |
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