Oil prices and stock markets during the 2014-16 oil price slump : asymmetries and speed of adjustment in GCC and oil-importing countries
Year of publication: |
2020
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Authors: | Siddiqui, Anjum ; Mahmood, Haider ; Margaritis, Dimitris |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 56.2020, 15, p. 3678-3708
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Subject: | industry effects | nonlinear autoregressive distributed lag model (NARDL) | oil price shocks | stock markets | Ölpreis | Oil price | Volatilität | Volatility | Börsenkurs | Share price | Kointegration | Cointegration | Aktienmarkt | Stock market | VAR-Modell | VAR model |
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