Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries
Year of publication: |
2020
|
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Authors: | Chkir, Imed Eddine ; Guesmi, Khaled ; Brayek, Angham Ben ; Naoui, Kamel |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 54.2020, p. 1-13
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Subject: | Stock markets | Exchange rates | Oil prices | Hedge | Vine copula | Ölpreis | Oil price | Wechselkurs | Exchange rate | Börsenkurs | Share price | Schätzung | Estimation | Welt | World | Kointegration | Cointegration | Volatilität | Volatility | Multivariate Verteilung | Multivariate distribution |
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