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~institution:"Crawford School of Public Policy, Australian National University"
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Stock return and volatility
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oil price shocks
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stock volatility
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structural VAR
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Crawford School of Public Policy, Australian National University
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Institute of Economic Research, Hitotsubashi University
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C.E.P.R. Discussion Papers
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Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
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The Impact of Oil Price Shocks on the Stock Market Return and Volatility Relationship
Kang, Wensheng
;
Ratti, Ronald A.
;
Yoon, Kyung Hwan
-
Crawford School of Public Policy, Australian National …
-
2014
between the structural oil price shocks and covariance of
stock
return
and volatility is large and highly statistically …
Persistent link: https://www.econbiz.de/10010960500
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