Oil Prices and Stock Markets in Europe: Detection of Extreme Risk Spillover
Overenie existencie príčin Grangerovej kauzality medzi jedenástimi európskymi akciovými trhmi a ropným trhom. Analýza obojsmernej okamžitej a oneskorenej Grangerovej kauzality vo výsledných testoch. Rozbor denných cien hlavných európskych indexov a najdôležitejšej referenčnej hodnoty pre ceny ropy v...
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