Structural change in the link between oil and the European stock market: implications for risk management
The relationship between the European stock market and the crude oil depends on the significance of the different industries in the European economy. The literature points to a structural change after the 2008 crisis without getting into details of which sectors lead this regime switch. The co-movem...
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| Format: | Article |
| Language: | English |
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De Gruyter
2019-05-01
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| Series: | Dependence Modeling |
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| Online Access: | https://doi.org/10.1515/demo-2019-0004 |