Konu "Persistence" için İktisadi ve İdari Bilimler Fakültesi Koleksiyonu listeleme
Toplam kayıt 2, listelenen: 1-2
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Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis
(Mdpi, 2018)This study examines the Granger-causal relationships between oil price movements and global stock returns by using time-varying Granger-causality tests in mean and in variance. We use the daily returns from Morgan Stanley ... -
Time-varying volatility spillovers between oil prices and precious metal prices
(Elsevier Sci Ltd, 2020)This paper tackles whether there is a return and volatility spillover effect between oil price and precious metal prices such as gold, silver, platinum, and palladium using the causality-in-variance test approach proposed ...