Please use this identifier to cite or link to this item:
https://hdl.handle.net/2440/92953
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Type: | Journal article |
Title: | Oil prices, US stock return, and the dependence between their quantiles |
Author: | Sim, N. Zhou, H. |
Citation: | Journal of Banking and Finance, 2015; 55:1-8 |
Publisher: | Elsevier |
Issue Date: | 2015 |
ISSN: | 0378-4266 |
Statement of Responsibility: | Nicholas Sim, Hongtao Zhou |
Abstract: | Abstract not available |
Keywords: | Oil prices; stock return; local linear regression; quantile regression |
Rights: | © 2015 Elsevier B.V. All rights reserved. |
DOI: | 10.1016/j.jbankfin.2015.01.013 |
Published version: | http://dx.doi.org/10.1016/j.jbankfin.2015.01.013 |
Appears in Collections: | Aurora harvest 7 Economics publications |
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RA_hdl_92953.pdf Restricted Access | Restricted Access | 866.78 kB | Adobe PDF | View/Open |
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