Will the oil price change damage the stock market in a bull market? : a re-examination of their conditional relationships
Year of publication: |
May 2016
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Authors: | Liao, Shu-Yi ; Chen, Sheng-tung ; Huang, Mao-Lung |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 50.2016, 3, p. 1135-1169
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Subject: | Oil price | Bull market | Markov-switching model | Interactive dummy variable | Ölpreis | Aktienmarkt | Stock market | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation | Markov-Kette | Markov chain |
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