Impacts of oil price shock on sector returns with regime-switching approach : new evidence from Indonesian stock market
Mohammad A. Dharmawan, Dominicus S. Priyarsono, Bagus Sartono
| Year of publication: |
2017
|
|---|---|
| Authors: | Dharmawan, Mohammad A. ; Priyarsono, Dominicus S. ; Sartono, Bagus |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 7.2017, 5, p. 44-59
|
| Subject: | Oil Price Shock | Stock Returns | Vector Autoregression | Ölpreis | Oil price | VAR-Modell | VAR model | Kapitaleinkommen | Capital income | Indonesien | Indonesia | Schock | Shock | Kapitalmarktrendite | Capital market returns | Aktienmarkt | Stock market | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | hdl:11159/1294 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011750657