AUB ScholarWorks

Browsing Department of Economics - Faculty Publications by Subject "Forecast errors"

Browsing Department of Economics - Faculty Publications by Subject "Forecast errors"

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  • Dagher, L.; El Hariri S. (OXFORDTHE BOULEVARD, LANGFORD LANE, KIDLINGTON, OXFORD OX5 1GB, ENGLAND, 2013)
    This study investigates the dynamic linkages between oil prices and stock markets, also known as the oil price-stock price nexus. Within the framework of a VAR (vector autoregression) we examine dynamic interactions between ...

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