Adelaide Research & Scholarship
Please use this identifier to cite or link to this item:
https://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. |
| DOI: | 10.1016/j.jbankfin.2015.01.013 |
| Published version: | http://dx.doi.org/10.1016/j.jbankfin.2015.01.013 |
| Appears in Collections: | Aurora harvest 7 Economics publications |
Files in This Item:
| File | Description | Size | Format | |
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| RA_hdl_92953.pdf Restricted Access | Restricted Access | 866.78 kB | Adobe PDF | View/Open |
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