Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains

DOI10.1111/BOER.12258zbMath1471.91523OpenAlexW3049472379MaRDI QIDQ5156258

Arjun Chatrath, Joseph MacRi, Bahram Adrangi, Kambiz Raffiee

Publication date: 15 October 2021

Published in: Bulletin of Economic Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/boer.12258

zbMATH Keywords

asymmetrynonlinearityspectral densityGranger causalityEGARCHequity marketsco-spectral and coherencecrude oil shocks

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Financial markets (91G15)

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