Oil sensitivity and its asymmetric impact on the stock market
Year of publication: |
2011
|
---|---|
Authors: | Lee, Yen-Hsien ; Chiou, Jer-Shiou |
Published in: |
Energy. - Elsevier, ISSN 0360-5442. - Vol. 36.2011, 1, p. 168-174
|
Publisher: |
Elsevier |
Subject: | Asymmetric effects | ARJI model | Regime-switching |
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