Structural change in the link between oil and the European stock market: implications for risk management (Q2178931)
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scientific article; zbMATH DE number 7198982
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Structural change in the link between oil and the European stock market: implications for risk management |
scientific article; zbMATH DE number 7198982 |
Statements
Structural change in the link between oil and the European stock market: implications for risk management (English)
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12 May 2020
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conditional measures
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oil prices
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European industries
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spillover
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switching Markov regime
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copula
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stress test
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0.7519307732582092
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0.706128716468811
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0.7021787166595459
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0.6983187794685364
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0.698088526725769
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