Correlations between oil and stock markets : a wavelet-based approach
Year of publication: |
November 2015
|
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Authors: | Martín-Barragán, Belén ; Ramos, Sofia B. ; Veiga, Helena |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 50.2015, p. 212-227
|
Subject: | Contagion | Correlations | Financial shocks | Interdependence | International financial markets | Oil shocks | Stock market returns | Wavelets | Korrelation | Correlation | Ölpreis | Oil price | Aktienmarkt | Stock market | Schock | Shock | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price | Preiskonvergenz | Price convergence | Kapitaleinkommen | Capital income | Volatilität | Volatility | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Schätzung | Estimation | Ansteckungseffekt | Contagion effect | Welt | World | Zustandsraummodell | State space model | VAR-Modell | VAR model | Kointegration | Cointegration |
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