Crude oil and stock market co-movement : evidence from G7 and BRICS nations
Year of publication: |
May 31, 2018
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Authors: | Bhatia, Vaneet ; Mitra, Subrata Kumar |
Published in: |
Journal of economic research. - Seoul, ISSN 1226-4261, ZDB-ID 1409101-X. - Vol. 23.2018, 1 (31.5.), p. 57-80
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Subject: | BRICS | co-movement | crude oil | dynamic correlation | G7 | stock markets | Aktienmarkt | Stock market | Ölpreis | Oil price | BRICS-Staaten | BRICS countries | Korrelation | Correlation | Erdöl | Petroleum | Volatilität | Volatility | Börsenkurs | Share price | Marktintegration | Market integration |
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