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...
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Buchkapitel |
| Sprache: | Englisch |
| Schlagworte: | |
| Tags: |
Keine Tags, Fügen Sie das erste Tag hinzu!
|
Ähnliche Einträge: Oil Prices and Stock Markets in Europe: Detection of Extreme Risk Spillover
- Forecasting VIX with Stock and Oil Prices
- Stock Market Contagion in Central and Eastern Europe: Unexpected Volatility and Extreme Co-exceedance
- <To> What extent are stock returns driven by mean and volatility spillover effects?-evidence from eight european stock markets
- Global Risk Factors and Stock Returns during Bull and Bear Market Conditions: Evidence from Emerging Economies in Europe
- Asymmetric Reactions of Retail Gasoline Prices on the Changes in Crude Oil Prices in Chosen US Cities
- Stock market contagion in Central and Eastern Europe: unexpected volatility and extreme co-exceedance