Oil prices and stock markets : does the effect of uncertainty change over time?
Year of publication: |
January 2017
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Authors: | Joo, Young C. ; Park, Sung Y. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 61.2017, p. 42-51
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Subject: | Crude oil returns | Stock returns | Oil uncertainty | Bivariate GARCH-in-Mean model | Time-varying parameter | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Volatilität | Volatility | ARCH-Modell | ARCH model | Börsenkurs | Share price | Risiko | Risk | Aktienmarkt | Stock market | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Kapitalmarktrendite | Capital market returns | Welt | World |
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