Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains (Q5156258)
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scientific article; zbMATH DE number 7410194
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains |
scientific article; zbMATH DE number 7410194 |
Statements
Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains (English)
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15 October 2021
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asymmetry
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co-spectral and coherence
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crude oil shocks
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EGARCH
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equity markets
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Granger causality
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nonlinearity
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spectral density
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