Investigation of cointegration of oil prices and Russian market indices
Year of publication: |
2010-09-28
|
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Authors: | Alexeev, Alexander Gennadievich |
Institutions: | Department of Economics, European University at St. Petersburg |
Subject: | oil price | stock index | econometrics | cointegration |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | Russian |
Notes: | Number Ec-03/10 24 pages |
Classification: | C32 - Time-Series Models ; O13 - Agriculture; Natural Resources; Energy; Environment; Other Primary Products ; E3 - Prices, Business Fluctuations, and Cycles |
Source: |
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