Wavelet-based evidence of the impact of oil prices on stock returns

International Review of Economics and Finance

Volumn 29, Issue , 2014, Pages 145-176

  Reboredo, Juan C ^a   Rivera Castro, Miguel A ^b  

^a UNIVERSITY OF SANTIAGO DE COMPOSTELA   (Spain)

^b Post graduate programme in management PPGA   (Brazil)

Author keywords

Contagion; Interdependence; Oil prices; Stock prices; Wavelet decomposition

Indexed keywords

EID: 84888293904     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.iref.2013.05.014     Document Type: Article

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