Does the source of oil price shocks matter for South African stock returns? : a structural VAR approach
Rangan Gupta; Mampho P. Modise
| Year of publication: |
2013
|
|---|---|
| Authors: | Gupta, Rangan ; Modise, Mampho P. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 40.2013, p. 825-831
|
| Subject: | Oil price shocks | Stock returns | Sign-restrictions | Structural vector autoregression | VAR-Modell | VAR model | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Schock | Shock | Südafrika | South Africa | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010355560