OIL PRICE SHOCKS AND FINANCIAL STOCK MARKETS
Year of publication: |
2011
|
---|---|
Authors: | GHORBEL, Achraf ; ABBES, Mouna BOUJELBENE ; BOUJELBENE, Younes |
Published in: |
Journal of Applied Research in Finance Bi-Annually. - ASERS Publishing. - Vol. III.2011, 2, p. 204-229
|
Publisher: |
ASERS Publishing |
Subject: | stock returns | oil price shock | volatility | vector autoregression (VAR) model |
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