Nonlinear modeling of oil and stock price dynamics: segmentation or time-varying integration?
Year of publication: |
2012
|
---|---|
Authors: | AROURI, Mohamed E ; JAWADI, Fredj ; NGUYEN, Duc K |
Published in: |
Economics Bulletin. - AccessEcon, ISSN 1545-2921. - Vol. 32.2012, 3, p. 2481-2489
|
Publisher: |
AccessEcon |
Subject: | Nonlinear cointegration | nonlinear error-correction models | oil-equity price dynamics |
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