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	Does international oil volatility have directional predictability for stock returns? Evidence from BRICS countries based on cross-quantilogram analysis
	Zhongbao Zhou; Yong Jiang; Yan Liu; Ling Lin; Qing Liu
刊名	Economic Modelling
	2019
卷号	Vol.80页码:352-382
关键词	Quantile dependence Directional predictability Cross-quantilogram Oil volatility Stock returns BRICS countries
ISSN号	0264-9993
URL标识	查看原文
公开日期	[db:dc_date_available]
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/4608632
专题	湖南大学
作者单位	b School of Economics, Hunan Agricultural University, 410128, Changsha, China a School of Business Administration, Hunan University, 410082, Changsha, China
推荐引用方式 GB/T 7714	Zhongbao Zhou,Yong Jiang,Yan Liu,et al. Does international oil volatility have directional predictability for stock returns? Evidence from BRICS countries based on cross-quantilogram analysis[J]. Economic Modelling,2019,Vol.80:352-382.
APA	Zhongbao Zhou,Yong Jiang,Yan Liu,Ling Lin,&Qing Liu.(2019).Does international oil volatility have directional predictability for stock returns? Evidence from BRICS countries based on cross-quantilogram analysis.Economic Modelling,Vol.80,352-382.
MLA	Zhongbao Zhou,et al."Does international oil volatility have directional predictability for stock returns? Evidence from BRICS countries based on cross-quantilogram analysis".Economic Modelling Vol.80(2019):352-382.

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