Does the source of oil price shocks matter for South African stock returns? A structural VAR approach
Year of publication: |
2013
|
---|---|
Authors: | Gupta, Rangan ; Modise, Mampho P. |
Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 40.2013, C, p. 825-831
|
Publisher: |
Elsevier |
Subject: | Oil price shocks | Stock returns | Sign-restrictions | Structural vector autoregression |
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