Copula model dependency between oil prices and stock markets: Evidence from China and Vietnam
β Scribed by Cuong C. Nguyen; M. Ishaq Bhatti
- Book ID
- 116575451
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 733 KB
- Volume
- 22
- Category
- Article
- ISSN
- 1042-4431
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
## ABSTRACT In this paper, we examine longβrun links between oil prices and stock markets in Gulf Cooperation Council (GCC) using recent bootstrap panel cointegration techniques and seemingly unrelated regression (SUR) methods. Since GCC countries are major world energy market players, their stock
## Abstract Using highβfrequency data, this study investigates intraday price discovery and volatility transmission between the Chinese stock index and the newly established stock index futures markets in China. Although the Chinese stock index started a sharp decline immediately after the stock in