Oil-price uncertainty and international stock returns : dissecting quantile-based predictability and spillover effects using more than a century of data
Year of publication: |
[2022]
|
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Authors: | Balcilar, Mehmet ; Gupta, Rangan ; Pierdzioch, Christian |
Publisher: |
Pretoria, South Africa : Department of Economics, University of Pretoria |
Subject: | international stock markets | oil price uncertainty | forecasting | quantile regression | Aktienmarkt | Stock market | Prognoseverfahren | Forecasting model | Spillover-Effekt | Spillover effect | Ölpreis | Oil price | Welt | World | Kapitaleinkommen | Capital income | Volatilität | Volatility | Börsenkurs | Share price | Risiko | Risk | Schätzung | Estimation | Prognose | Forecast |
Extent: | 1 Online-Ressource (circa 45 Seiten) Illustrationen |
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Series: | Department of Economics working paper series. - Pretoria : Department of Economics, University of Pretoria, ZDB-ID 3031297-8. - Vol. 2022, 17 (March 2022) |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Other identifiers: | hdl:11159/7648 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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