Time-varying impacts of demand and supply oil shocks on correlations between crude oil prices and stock markets indices
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More about this item
KeywordsStock market; Oil prices; DCC-GARCH; Demand shocks; Supply oil shocks;
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- D84 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Expectations; Speculations
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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