Das, Debojyoti; Kannadhasan, M; Bhattacharyya, Malay - In: International Journal of Emerging Markets 17 (2020) 6, pp. 1583-1614
Purpose: The study aims to understand the role of different streams of oil shocks (demand, supply and risk shocks) on the oil-importing and exporting countries' stock returns. The study also examines the impact of crude oil shocks across the economic regimes and market states. Besides, the role...