Oil and stock markets before and after financial crises: A local Gaussian correlation approach

Author:

Bampinas Georgios1,Panagiotidis Theodore1ORCID

Affiliation:

1. Department of Economics; University of Macedonia; Thessaloniki Greece

Publisher

Wiley

Subject

Economics and Econometrics,Finance,General Business, Management and Accounting,Accounting

Reference67 articles.

1. Financialization in commodity markets: A passing trend or the new normal;Adams;Journal of Banking & Finance,2015

2. Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data;Avdulaj;Energy Economics,2015

3. A new approach to measuring financial contagion;Bae;Review of Financial Studies,2003

4. Baig , T. Goldfajn , I. 1998

5. On the relationship between oil and gold before and after financial crisis: Linear, nonlinear and time-varying causality testing;Bampinas;Studies in Nonlinear Dynamics and Econometrics,2015

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