Please use this identifier to cite or link to this item: http://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.
RMID: 0030030967
DOI: 10.1016/j.jbankfin.2015.01.013
Appears in Collections:Economics publications

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