Oil shock transmission to stock market returns : Wavelet-multivariate Markov switching GARCH approach
Rania Jammazi
| Year of publication: |
2014
|
|---|---|
| Authors: | Jammazi, Rania |
| Published in: |
The interrelationship between financial and energy markets. - Berlin [u.a.] : Springer, ISBN 3-642-55381-8. - 2014, p. 71-111
|
| Subject: | Ölpreis | Oil price | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Aktienmarkt | Stock market | Schätzung | Estimation | USA | United States | Großbritannien | United Kingdom | Deutschland | Germany | Japan | Kanada | Canada | 1989-2007 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010411151