Gauging the nonstationarity and asymmetries in the oil-stock price links: a multivariate analysis
Year of publication: |
2014-07-24
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Authors: | Boubaker, Heni ; Guesmi, Khaled ; Nguyen, Duc Khuong |
Institutions: | Institut de Préparation à l'Administration et à la Gestion (IPAG) |
Subject: | oil prices | stock markets | multivariate fractional cointegration | c-DCC-FIAPARCH |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2014-442 23 pages |
Classification: | C10 - Econometric and Statistical Methods: General. General ; E44 - Financial Markets and the Macroeconomy ; G15 - International Financial Markets |
Source: |
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Creti, Anna, (2014)
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Creti, Anna, (2014)
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Measuring contagion effects between crude oil and OECD stock markets
Guesmi, Khaled, (2014)
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L’intégration intra-régionale des marchés boursiers de l’Europe du sudest : une analyse multivariée
Guesmi, Khaled, (2014)
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Ftiti, Zied, (2014)
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Regional integration of stock markets in Southeast Europe
Guesmi, Khaled, (2013)
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