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The macroeconomic shock with the highest price of risk
Pinter, Gabor - 2016
Persistent link: https://www.econbiz.de/10011557416
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Oil shocks, policy uncertainty and stock market return
Kang, Wensheng; Ratti, Ronald A. - In: Journal of international financial markets, … 26 (2013), pp. 305-318
Persistent link: https://www.econbiz.de/10010234852
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Oil Price Shocks and Stock Market Returns : Evidence from Oil-Importing and Oil-Exporting Countries
Yang, Li - 2012
While the relationship between oil prices and stock markets is of great interest to economists, previous studies do not differentiate oil-exporting countries from oil-importing countries when they investigate the effects of oil price shocks on stock market returns. In this paper, we address this...
Persistent link: https://www.econbiz.de/10013096494
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Monetary policy and stock valuation : structural VAR identification and size effects
Kontonikas, Alexandros; Zekaite, Zivile - In: Quantitative finance 18 (2018) 5, pp. 837-848
Persistent link: https://www.econbiz.de/10011907951
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The influence of oil price shocks on stock market returns : fresh evidence from Malaysia
Al-hajj, Ekhlas; Al-Mulali, Usama; Solarin Sakiru Adebola - In: International Journal of Energy Economics and Policy : IJEEP 7 (2017) 5, pp. 235-244
Persistent link: https://www.econbiz.de/10011750909
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Responses of macroeconomy and stock markets to structural oil price shocks : new evidence from Asian oil refinery
Thai Le; Disegna, Marta - In: International journal of monetary economics and finance … 14 (2021) 3, pp. 265-294
Persistent link: https://www.econbiz.de/10012596121
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Time-varying effect of oil price shocks on the stock market returns : evidence from oil-importing and oil-exporting countries
Mokni, Khaled - In: Energy reports 6 (2020), pp. 605-619
This paper performs a two-stage methodology based on the Structural VAR and time-varying parameter regression models to examine the dynamic reaction of a set of oil-related countries' stock markets to oil price shocks. Oil prices are studied by disentangling demand and supply shocks. Based on...
Persistent link: https://www.econbiz.de/10012195667
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Econometric analysis of integration of selected new eu member cee stock markets with global stock market and eurozone : impact of global financial crisis
Sucháček, Jan; Koutský, Jaroslav; Caridad y López … - In: Amfiteatru economic : an economic and business research … 23 (2021) 58, pp. 824-842
' stock markets with the eurozone only. Hence, this paper aims to investigate, compare and interpret integration among stock … and the eurozone equity market within 2004-2018. The added value of this article consists especially in using a wider … stock markets with the US stock market and eurozone significantly increased during global financial crisis. Moreover, stock …
Persistent link: https://www.econbiz.de/10012939609
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Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe; Cipollini, Andrea; … - In: International review of financial analysis 57 (2018), pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
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Returns and volatility connectedness among the Eurozone equity markets
Umar, Zaghum; Adekoya, Oluwasegun B.; Gubareva, Mariya; … - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 3103-3122
Persistent link: https://www.econbiz.de/10014635298