Nonlinear analysis among crude oil prices, stock markets' return and macroeconomic variables
Year of publication: |
2013
|
---|---|
Authors: | Naifar, Nader ; Mohammed Saleh Al Dohaiman |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 27.2013, p. 416-431
|
Subject: | Crude oil price volatility | GCC economy | Nonlinear relationship | Stock market | Regime switching | Ölpreis | Oil price | Volatilität | Volatility | Aktienmarkt | Welt | World | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Kointegration | Cointegration | Börsenkurs | Share price |
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