What affects the relationship between oil prices and the U.S. stock market? : a mixed-data sampling copula approach
Yuting Gong, Ruijun Bu and Qiang Chen
| Year of publication: |
2022
|
|---|---|
| Authors: | Gong, Yuting ; Bu, Ruijun ; Chen, Qiang |
| Published in: |
Journal of financial econometrics. - Oxford : Oxford University Press, ISSN 1479-8417, ZDB-ID 2065613-0. - Vol. 20.2022, 2, p. 253-277
|
| Subject: | copula | crude oil | dependence | stock | mixed frequency | Ölpreis | Oil price | Multivariate Verteilung | Multivariate distribution | USA | United States | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation | Kapitaleinkommen | Capital income | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbz043 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013187978