Oil price shocks and the stock market : evidence from Japan
Year of publication: |
2013
|
---|---|
Authors: | Abhyankar, Abhay ; Xu, Bing ; Wang, Jiayue |
Published in: |
The energy journal. - Boston, Mass. [u.a.] : Oelgeschlager, Gunn & Hain, ISSN 0195-6574, ZDB-ID 864319-2. - Vol. 34.2013, 2, p. 199-222
|
Subject: | Oil price shocks | Japan | Stock market | Japanese Crude Cocktail | Structural VAR | Ölpreis | Oil price | VAR-Modell | VAR model | Aktienmarkt | Schock | Shock | Börsenkurs | Share price |
-
The impacts of oil price shocks on stock market volatility : evidence from the G7 countries
Bastianin, Andrea, (2015)
-
How does stock market volatility react to oil price shocks?
Bastianin, Andrea, (2018)
-
Oil shocks, stock market prices, and the U.S. dividend yield decomposition
Chortareas, Georgios E., (2014)
- More ...
-
Trading-round-the clock : return, volatility and volume spillovers in the Eurodollar futures markets
Abhyankar, Abhay, (1995)
-
Return and volatility dynamics in the FT-SE 100 stock index and stock index futures markets
Abhyankar, Abhay, (1995)
-
Linear and nonlinear granger causality : evidence from the UK stock index futures market
Abhyankar, Abhay, (1998)
- More ...