Fractional Cointegration Relationship between Oil Prices and Stock Markets: An Empirical Analysis from G7 Countries
Year of publication: |
2011
|
---|---|
Authors: | Kiran, Burcu |
Published in: |
Prague Economic Papers. - Vysoká Škola Ekonomická v Praze, ISSN 1210-0455. - Vol. 2011.2011, 2, p. 177-189
|
Publisher: |
Vysoká Škola Ekonomická v Praze |
Subject: | fractional integration | fractional cointegration | oil prices | stock markets | G7 countries |
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