Changes in oil price and economic policy uncertainty and the G7 stock returns : evidence from asymmetric quantile regression analysis
Salah A. Nusair, Jamal A. Al-Khasawneh
| Year of publication: |
2023
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| Authors: | Nusair, Salah A. ; Al-Khasawneh, Jamal A. |
| Published in: |
Economic change & restructuring. - Dordrecht : Springer Science & Business Media B.V., ISSN 1574-0277, ZDB-ID 2232275-9. - Vol. 56.2023, 3, p. 1849-1893
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| Subject: | Quantile regression | G7 countries | Oil price | Stock market | Uncertainty | Ölpreis | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Aktienmarkt | Volatilität | Volatility | Risiko | Risk | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10644-023-09494-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014327777