Does COVID-19 impact the dependence between oil and stock markets? : evidence from RCEP countries
Year of publication: |
2024
|
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Authors: | Li, Dongxin ; Zhang, Feipeng ; Yuan, Di ; Cai, Yuan |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 89.2024, 1, p. 909-939
|
Subject: | Contagion | Crude oil | Local Gaussian correlation | RCEP stock markets | Time-frequency domain causality | Aktienmarkt | Stock market | Ölpreis | Oil price | Korrelation | Correlation | Coronavirus | Börsenkurs | Share price | Kausalanalyse | Causality analysis | Kointegration | Cointegration |
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