Non-linear cointegration between oil and stock prices : the role of interest rates
Ana R. Martínez-Cañete, Elena Márquez-de-la-Cruz, Inés Pérez-Soba
| Year of publication: |
2022
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|---|---|
| Authors: | Martínez Cañete, Ana Rosa ; Márquez De la Cruz, Elena ; Pérez-Soba Aguilar, Inés |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 59.2022, p. 1-14
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| Subject: | Non-linear cointegration | Oil price | Shadow rate | Stock prices | Unconventional monetary policy measures | Zero Lower Bound | Ölpreis | Kointegration | Cointegration | Börsenkurs | Share price | Zins | Interest rate | Geldpolitik | Monetary policy | Nichtlineare Regression | Nonlinear regression | Niedrigzinspolitik | Low-interest-rate policy | Schätzung | Estimation | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2021.101513 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013402061