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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2021
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| Materias: | |
| 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 |