Oil prices and stock returns : nonlinear links across sectors
Year of publication: |
August 2016
|
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Authors: | Pinho, Carlos ; Madaleno, Mara |
Published in: |
Portuguese economic journal. - Berlin : Springer, ISSN 1617-982X, ZDB-ID 2083329-5. - Vol. 15.2016, 2, p. 78-97
|
Subject: | Oil prices | Nonlinear adjustment | Sector stock markets | Markov-switching models | Ölpreis | Oil price | Börsenkurs | Share price | Nichtlineare Regression | Nonlinear regression | Markov-Kette | Markov chain | Kointegration | Cointegration | Kapitaleinkommen | Capital income | Volatilität | Volatility | Aktienmarkt | Stock market | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation |
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