The relationship between oil prices and stock prices : a nonlinear asymmetric cointegration approach
Panagiotis Rafailidis and Constantinos Katrakilidis
| Year of publication: |
2014
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|---|---|
| Authors: | Rafailidis, Panagiotis ; Katrakilides, K. |
| Published in: |
Applied financial economics. - London : Routledge, ISSN 0960-3107, ZDB-ID 1077973-5. - Vol. 24.2014, 10/12, p. 793-800
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| Subject: | threshold cointegration TAR and MTAR models | asymmetric error correction model | stock prices and oil prices | Kointegration | Cointegration | Börsenkurs | Share price | Ölpreis | Oil price |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010402556