Oil price uncertainty and Chinese stock returns : new evidence from the oil volatility index
Year of publication: |
February 2017
|
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Authors: | Luo, Xingguo ; Qin, Shihua |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 20.2017, p. 29-34
|
Subject: | Chinese stock market | Oil price shocks | Oil price volatility shocks | OVX | Ölpreis | Oil price | Volatilität | Volatility | China | Schock | Shock | Aktienmarkt | Stock market | Wirkungsanalyse | Impact assessment | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | VAR-Modell | VAR model |
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