Time-varying effect of oil price shocks on the stock market returns: Evidence from oil-importing and oil-exporting countries
Year of publication: |
2020
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Authors: | Mokni, Khaled |
Published in: |
Energy Reports. - Amsterdam : Elsevier, ISSN 2352-4847. - Vol. 6.2020, p. 605-619
|
Publisher: |
Amsterdam : Elsevier |
Subject: | Oil price shocks | Oil-exporting countries | Oil-importing countries | Stock returns | Time-varying regression |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.1016/j.egyr.2020.03.002 [DOI] 1694151034 [GVK] hdl:10419/244062 [Handle] |
Classification: | C13 - Estimation ; G10 - General Financial Markets. General ; G15 - International Financial Markets ; Q41 - Demand and Supply |
Source: |
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Mokni, Khaled, (2020)
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Oil price shocks and stock market volatility: evidence from European data
Degiannakis, Stavros, (2013)
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Mokni, Khaled, (2020)
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Asymmetric effect of oil prices on herding in commodity markets
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