Nonlinear mean reversion in oil and stock markets

Review of Accounting and Finance

Volumn 10, Issue 3, 2011, Pages 316-326

  Jawadi, Fredj ^a,b   Bellalah, Mondher ^c  

^a UNIVERSITÉ D EVRY VAL D ESSONNE   (France)

^b Amiens School of Management   (France)

^c UMR 8184   (France)

Author keywords

France; Mexico; Nonlinear cointegration; Oil industry; Oil price adjustment; Stock markets; The Philippines; United States of America

Indexed keywords

EID: 80054906935     PISSN: 14757702     EISSN: 17587700     Source Type: Journal    
DOI: 10.1108/14757701111155815     Document Type: Review

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