Dynamic relations between oil and stock markets : volatility spillovers, networks and causality
by: Jose Eduardo Gomez-Gonzalez, Jorge Hirs-Garzon, Sebastian Sanin-Retrepo
| Alternative title: | Relaciones dinamicas entre petroleo y meercado accionarios |
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| Year of publication: |
[2018]
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| Authors: | Gómez González, José Eduardo ; Hirs-Garzon, Jorge ; Sanin-Restrepo, Sebastian |
| Publisher: |
Bogotá, Colombia : Banco de la Republica Colombia |
| Subject: | Time-varying causality | Oil price | Stock market returns | Emerging market economies | Ölpreis | Börsenkurs | Share price | Aktienmarkt | Stock market | Volatilität | Volatility | Kausalanalyse | Causality analysis | Kapitaleinkommen | Capital income | Schwellenländer | Emerging economies | Spillover-Effekt | Spillover effect |
freely available
| Extent: | 1 Online-Ressource (circa 19 Seiten) Illustrationen |
|---|---|
| Series: | Borradores de economía. - Bogotá, ZDB-ID 2729161-3. - Vol. no. 1051 (2018) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Zusammenfassung in spanischer Sprache |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011944544