Oil price shocks and stock market performance in the BRICs : some evidence using FAVAR models
Year of publication: |
September 2018
|
---|---|
Authors: | Naser, Hanan ; Rashid, Abdul |
Published in: |
Economic issues. - Nottingham, ISSN 1363-7029, ZDB-ID 1327929-4. - Vol. 23.2018, part 2, p. 85-108
|
Subject: | emerging economies | FAVAR | oil price shocks | stock prices | Ölpreis | Oil price | Börsenkurs | Share price | VAR-Modell | VAR model | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Schock | Shock | Volatilität | Volatility | Wirkungsanalyse | Impact assessment | BRICS-Staaten | BRICS countries |
-
Fang, Chung-rou, (2014)
-
Mohammad Enamul Hoque, (2019)
-
The impacts of oil price shocks on stock market volatility : evidence from the G7 countries
Bastianin, Andrea, (2015)
- More ...
-
Financial Development and Economic Growth in Oil-Dependent Economy: The case of Bahrain
Naser, Hanan, (2018)
-
Naser, Hanan, (2014)
-
Can Oil Prices Help Predict US Stock Market Returns: An Evidence Using a DMA Approach
Naser, Hanan, (2015)
- More ...