Título:

Correlations between Oil and Stock Markets: A Wavelet-Based Approach

Autores:

Belen Martin-Barragan (U Edinburgh)
Sofia Ramos (ISCTE - Instituto Universitário de Lisboa, NEOMA Business School, Mont-Saint-Aignan)
Helena Veiga (U Carlos III)

Revista:

Economic Modelling

Ano:

2015

Volume:

50

Páginas:

212-227

Códigos JEL:

G12 - Asset Pricing; Trading volume; Bond Interest Rates
G13 - Contingent Pricing; Futures Pricing

DOI:

10.1016/j.econmod.2015.06.010