Influence of oil price volatility of developed countries on emerging countries stock market returns by using threshold based approach
Year of publication: |
October 2017
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Authors: | Arekar, Kirti ; Jain, Rinku |
Published in: |
Theoretical economics letters. - Irvine, Calif. : Scientific Research, ISSN 2162-2078, ZDB-ID 2657454-8. - Vol. 7.2017, 6, p. 1834-1847
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Subject: | Logistic Transition Based Autoregressive Model (LSTR) | Non-Linear | Vector Decomposition Method | Emerging Markets | Schwellenländer | Emerging economies | Volatilität | Volatility | Ölpreis | Oil price | Entwicklungsländer | Developing countries | Aktienmarkt | Stock market |
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