Does oil prices uncertainty affect stock returns in Russia : a bivariate generalized autoregressive conditional heteroskedasticity-in-mean approach
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 | Ölpreis | Oil price | Volatilität | ARCH-Modell | ARCH model | Russland | Russia | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Schätzung | Estimation |
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