The quantile dependence between global crude oil price and stock markets in emerging Asia : evidence from major oil consuming nations
Shekhar Mishra, Sathya Swaroop Debasish
| Year of publication: |
2019
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|---|---|
| Authors: | Mishra, Shekhar ; Debasish, Sathya Swaroop |
| Published in: |
Afro-Asian Journal of Finance and Accounting : AAJFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1751-6447, ZDB-ID 2416800-2. - Vol. 9.2019, 3, p. 309-331
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| Subject: | crude oil | Asian economies | stock returns | quantile regression | ordinary least square | OLS | structural breaks | non-normality conditions | heterogeneous distribution | asymmetric effects | positive dependence | Asien | Asia | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Strukturbruch | Structural break | Aktienmarkt | Stock market | Kleinste-Quadrate-Methode | Least squares method | Schwellenländer | Emerging economies | Volatilität | Volatility | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/AAJFA.2019.100980 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012135603