Showing 1 - 10 of 320
Persistent link: https://www.econbiz.de/10012804492
The global economy is considerably dependent on fossil fuels, of which oil is by far the most important, and concerns about the impact of oil price volatility on the real economy have been recently fuelled by the positive correlation between oil and stock prices. This positive correlation might...
Persistent link: https://www.econbiz.de/10012805648
In this paper, an exploratory hierarchical method to classify variables is introduced as an alternative to principal component analysis when dealing with stock-exchange price time-series. The method is based on a particular principal component analysis applied to pairs of variables, each one...
Persistent link: https://www.econbiz.de/10012604167
Persistent link: https://www.econbiz.de/10012814053
policy in equity markets the co-integration between interest rates and stock prices is also examined by the multiple … structural breaks co-integration test which is developed by Basher and Westerlund (2009). This test considers the cross …-section dependence between individual units. According to the test results; there is co-integration between interest rates and stock …
Persistent link: https://www.econbiz.de/10012230857
Persistent link: https://www.econbiz.de/10011801354
Persistent link: https://www.econbiz.de/10014461475
Persistent link: https://www.econbiz.de/10013201858
Persistent link: https://www.econbiz.de/10012806493
Persistent link: https://www.econbiz.de/10012225244