Oil prices and US stock prices
Year of publication: |
2014
|
---|---|
Authors: | Christofi, Andreas C. ; Christofi, Petros C. ; Agacer, Gilda |
Published in: |
The international journal of finance. - Marlton, NJ, ISSN 1041-2743, ZDB-ID 1057445-1. - Vol. 26.2014, 3, p. 333-343
|
Subject: | VAR | GARCH | Asymmetric oil price effect | oil prices and stock prices | Ölpreis | Oil price | Börsenkurs | Share price | USA | United States | Volatilität | Volatility | ARCH-Modell | ARCH model | VAR-Modell | VAR model | Kointegration | Cointegration |
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