Impact of oil volatility shocks on global emerging market stock returns
Year of publication: |
2017
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Authors: | Dutta, Probal ; Noor, Md Hasib ; Dutta, Anupam |
Published in: |
International journal of managerial finance : IJMF. - Bingley : Emerald, ISSN 1743-9132, ZDB-ID 2364568-4. - Vol. 13.2017, 5, p. 578-591
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Subject: | GARCH-jump model | Global emerging stock index | Oil volatility shocks | OVX | Volatilität | Volatility | Schwellenländer | Emerging economies | Welt | World | Schock | Shock | Kapitaleinkommen | Capital income | Ölpreis | Oil price | VAR-Modell | VAR model | Aktienindex | Stock index |
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