Oil and S&P 500 Markets: Evidence from the Nonlinear Model
This study begins by using a MTAR model to explore the asymmetric effects of error corrections between oil prices in the U.S.A and S&P 500 prices under different regimes. After confirming the lead/lag relationship between the S&P 500 and oil prices, we employ a STECM to analyze the short-ru...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
EconJournals
2012-05-01
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Series: | International Journal of Economics and Financial Issues |
Online Access: | http://mail.econjournals.com/index.php/ijefi/article/view/201 |
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Oil and S&P 500 Markets: Evidence from the Nonlinear Model
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Oil and S&P 500 Markets: Evidence from the Nonlinear Model
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Oil and S&P 500 Markets: Evidence from the Nonlinear Model
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Oil and S&P 500 Markets: Evidence from the Nonlinear Model
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