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	Does international oil volatility have directional predictability for stock returns? Evidence from BRICS countries based on cross-quantilogram analysis
	Zhou, Zhongbao; Jiang, Yong; Liu, Yan; Lin, Ling*; Liu, Qing
刊名	Economic Modelling
	2019
卷号	80页码:352-382
关键词	Quantile dependence Directional predictability Cross-quantilogram Oil volatility Stock returns BRICS countries
ISSN号	0264-9993
DOI	10.1016/j.econmod.2018.11.021
URL标识	查看原文
WOS记录号	WOS:000472692000029
内容类型	期刊论文
URI标识	http://www.corc.org.cn/handle/1471x/5119465
专题	湖南农业大学
作者单位	1.[Jiang, Yong 2.Liu, Yan 3.Zhou, Zhongbao 4.Liu, Qing] Hunan Univ, Sch Business Adm, Changsha 410082, Hunan, Peoples R China.
推荐引用方式 GB/T 7714	Zhou, Zhongbao,Jiang, Yong,Liu, Yan,et al. Does international oil volatility have directional predictability for stock returns? Evidence from BRICS countries based on cross-quantilogram analysis[J]. Economic Modelling,2019,80:352-382.
APA	Zhou, Zhongbao,Jiang, Yong,Liu, Yan,Lin, Ling*,&Liu, Qing.(2019).Does international oil volatility have directional predictability for stock returns? Evidence from BRICS countries based on cross-quantilogram analysis.Economic Modelling,80,352-382.
MLA	Zhou, Zhongbao,et al."Does international oil volatility have directional predictability for stock returns? Evidence from BRICS countries based on cross-quantilogram analysis".Economic Modelling 80(2019):352-382.

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