Dynamic effects of crude oil price shocks on stock markets and exchange rates : evidence from major oil importing countries amid Russia-Ukraine conflict
Year of publication: |
2024
|
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Authors: | Bagchi, Bhaskar ; Paul, Biswajit ; Ghosh, Raktim |
Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1745-1329, ZDB-ID 2231575-5. - Vol. 30.2024, 2, p. 234-257
|
Subject: | crude oil price | DCC-MGARCH | real effective exchange rate | REER | Russia | stock return | Ukraine | Ölpreis | Oil price | Russland | Volatilität | Volatility | Wechselkurs | Exchange rate | Kaufkraftparität | Purchasing power parity | Schätzung | Estimation | Welt | World | Erdöl | Petroleum | Kointegration | Cointegration |
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