Disaggregating the impact of oil prices on European industrial equity indices: a spatial econometric analysis

This study investigates the relationship between daily returns of oil and ten European industrial equity indices for the period 2008–2017 using the spatial econometric technique. In our settings, the historical co-movements of sectoral returns are incorporated while modelling the contemporaneous rel...

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Detalles Bibliográficos
Autores principales: Hussain, Syed Mujahid, Naveed, Amjad, Ahmed, Sheraz, Ahmad, Nisar
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8387666/
https://www.ncbi.nlm.nih.gov/pubmed/34462614
http://dx.doi.org/10.1007/s00181-021-02116-1

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8387666/
https://www.ncbi.nlm.nih.gov/pubmed/34462614
http://dx.doi.org/10.1007/s00181-021-02116-1

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