Symmetric and asymmetric causal relationship between oil prices and G7 stock markets : a bootstrap rolling-window granger causality test
Khaled Mokni, Mohamed Sahbi Nakhli, Othman Mnari, Khemaies Bougatef
| Year of publication: |
2021
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|---|---|
| Authors: | Mokni, Khaled ; Nakhli, Mohamed Sahbi ; Mnari, Othman ; Bougatef, Khemaies |
| Published in: |
Journal of economic integration : jei. - Seoul : [Verlag nicht ermittelbar], ISSN 1976-5525, ZDB-ID 2266731-3. - Vol. 36.2021, 4, p. 718-744
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| Subject: | oil price | stock market | G7 country | time-varying causality | asymmetry | Kausalanalyse | Causality analysis | Ölpreis | Oil price | Börsenkurs | Share price | Aktienmarkt | Stock market | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.11130/jei.2021.36.4.7 [DOI] 10.11130/jei.2021.36.4.718 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013163811