Nonlinear mean reversion in oil and stock markets
Year of publication: |
2011
|
---|---|
Authors: | Jawadi, Fredj ; Bellalah, Mondher |
Published in: |
Review of Accounting and Finance. - Emerald Group Publishing Limited, ISSN 1758-7700, ZDB-ID 2170463-6. - Vol. 10.2011, 3, p. 316-326
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Oil price adjustment | Stock markets | Nonlinear cointegration | Oil industry | France | United States of America | Mexico | The Philippines |
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