The effects of crude oil shocks on stock market shifts behaviour : a regime switching approach
Year of publication: |
2009
|
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Authors: | Aloui, Chaker ; Jammazi, Rania |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 31.2009, 5, p. 789-799
|
Subject: | ARCH-Modell | ARCH model | Ölpreis | Oil price | Aktienmarkt | Stock market | Japan | Großbritannien | United Kingdom | Frankreich | France | 1989-2007 |
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