Impacts of oil price shock on sector returns with regime-switching approach : new evidence from Indonesian stock market
Year of publication: |
2017
|
---|---|
Authors: | Dharmawan, Mohammad A. ; Priyarsono, Dominicus S. ; Sartono, Bagus |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 7.2017, 5, p. 44-59
|
Subject: | Oil Price Shock | Stock Returns | Vector Autoregression | Ölpreis | Oil price | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Börsenkurs | Share price | Indonesien | Indonesia | Kapitalmarktrendite | Capital market returns | Schock | Shock | Volatilität | Volatility | Schätzung | Estimation |
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