Extreme dependence between crude oil and stock markets in Asia-Pacific regions: Evidence from quantile regression
Year of publication: |
2016
|
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Authors: | Zhu, Huiming ; Huang, Hui ; Peng, Cheng ; Yang, Yan |
Publisher: |
Kiel : Kiel Institute for the World Economy (IfW) |
Subject: | Extreme dependence | Crude oil | Asia-Pacific stock market | Quantile regression | Structural breaks |
Series: | Economics Discussion Papers ; 2016-46 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 872684709 [GVK] hdl:10419/148014 [Handle] RePEc:zbw:ifwedp:201646 [RePEc] |
Classification: | E44 - Financial Markets and the Macroeconomy ; Q43 - Energy and the Macroeconomy |
Source: |
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Zhu, Huiming, (2016)
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Am, Muhammad Ashiq, (2017)
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Black Gold & Fool’s Gold : Speculation in the Oil Futures Market
Parsons, John E., (2009)
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Zhu, Huiming, (2016)
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You, Wan-hai, (2015)
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Peng, Cheng, (2018)
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