Interplay between oil prices, country risks, and stock returns in the context of global conflict : a PVAR approach
Year of publication: |
2024
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---|---|
Authors: | Dong, Qingyuan ; Du, Qunyang ; Min Du, Anna |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 72.2024, 2, Art.-No. 102545, p. 1-14
|
Subject: | Correlation | Country risks | Oil prices | Panel vector autoregression model | Stock returns | Länderrisiko | Country risk | Ölpreis | Oil price | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Welt | World | Korrelation | Börsenkurs | Share price |
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