Conditional correlations in the return on oil companies stock prices and their determinants
Year of publication: |
2006
|
---|---|
Authors: | Giovannini, Massimo ; Grasso, Margherita ; Lanza, Alessandro ; Manera, Matteo |
Published in: |
Empirica : journal of european economics. - Dordrecht : Springer, ISSN 0340-8744, ZDB-ID 188142-5. - Vol. 33.2006, 4, p. 193-207
|
Subject: | Erdölindustrie | Oil industry | Kapitaleinkommen | Capital income | Aktienmarkt | Stock market | Volatilität | Volatility | Kointegration | Cointegration | Welt | World | Korrelation | Correlation |
-
Conditional correlations in the returns on oil companies stock prices and their determinants
Giovannini, Massimo, (2004)
-
Conditional correlations in the returns on oil companies stock prices and their determinants
Giovannini, Massimo, (2004)
-
Correlations between oil and stock markets : a wavelet-based approach
Martín-Barragán, Belén, (2015)
- More ...
-
Conditional Correlations in the Returns on Oil Companies Stock Prices and Their Determinants
Manera, Matteo, (2004)
-
Long-run Models of Oil Stock Prices
Lanza, Alessandro, (2003)
-
Long-Run Models of Oil Stock Prices
Manera, Matteo, (2013)
- More ...