Oil prices & stock returns : modeling the asymmetric effects around the zero lower bound
Year of publication: |
2022
|
---|---|
Authors: | Sardar, Naafey ; Sharma, Shahil |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 107.2022, p. 1-12
|
Subject: | Stock returns | Oil price shocks | Asymmetric response | Zero lower bound | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Niedrigzinspolitik | Low-interest-rate policy | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Volatilität | Volatility | Schätzung | Estimation |
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