Oil price impact on financial markets: co-spectral analysis for exporting versus importing countries
Year of publication: |
2013
|
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Authors: | GUESMI, Khaled ; Creti, Anna ; Ftiti, Zied |
Institutions: | EconomiX, Université Paris Ouest-Nanterre la Défense (Paris X) |
Subject: | oil prices | stock markets | evolutionary co-spectral analysis |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 2013-11 25 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C22 - Time-Series Models ; G12 - Asset Pricing ; G15 - International Financial Markets ; Q43 - Energy and the Macroeconomy |
Source: |
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