The impact of oil price shocks on stock market returns : comparing GCC countries with the UK and USA
Year of publication: |
2011
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Authors: | Fayyad, Abdallah ; Daly, Kevin James |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 12.2011, 2, p. 61-78
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Subject: | Oil | Gulf Cooperation Council (GCC) | UK and USA | Vector auto regression model | Variance decomposition | Impulse response function | USA | United States | Arabische Golf-Staaten | Gulf countries | Ölpreis | Oil price | VAR-Modell | VAR model | Schock | Shock |
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