Fractional Cointegration Relationship between Oil Prices and Stock Markets: An Empirical Analysis from G7 Countries
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More about this item
Keywordsfractional integration; fractional cointegration; oil prices; stock markets; G7 countries;
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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