Does oil prices uncertainty affect stock returns in Russia : a bivariate generalized autoregressive conditional heteroskedasticity-in-mean approach
Alexander Bass
| Year of publication: |
2017
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|---|---|
| Authors: | Bass, Alexander |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 7.2017, 4, p. 224-230
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| Subject: | Oil Prices | Stock Returns | Volatility | Generalized Autoregressive Conditional Heteroskedasticity | Emerging Market | Volatilität | ARCH-Modell | ARCH model | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Russland | Russia | Schätzung | Estimation | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | hdl:11159/1279 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011749964