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Assessing the impact of oil returns on emerging stock markets : a panel data approach for ten Central and Easten European countries

Asteriou, Dimitrios; Bashmakova, Yuliya - In: Energy economics 38 (2013), pp. 204-211

Persistent link: https://www.econbiz.de/10009764593

Assessing the impact of oil returns on emerging stock markets: A panel data approach for ten Central and Eastern European Countries

Asteriou, Dimitrios; Bashmakova, Yuliya - In: Energy Economics 38 (2013) C, pp. 204-211

This paper uses an international multi-factor model in order to investigate the relationship between oil price risk and stock market returns for the emerging capital markets of the Central and Eastern European Countries (CEECs). A panel data approach is being employed for the period covering 22...

Persistent link: https://www.econbiz.de/10010868795

Assessing the impact of oil returns on emerging stock markets: A panel data approach for ten Central and Eastern European Countries

Asteriou, Dimitrios; Bashmakova, Yuliya - In: Energy economics 38 (2013), pp. 204-211

Persistent link: https://www.econbiz.de/10010109511