Oil price uncertainty and sectoral stock returns in China : a time-varying approach
Guglielmo Maria Caporale, Faek Menla Ali, Nicola Spagnolo
| Year of publication: |
July 2015
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|---|---|
| Authors: | Caporale, Guglielmo Maria ; Ali, Faek Menla ; Spagnolo, Nicola |
| Published in: |
China economic review : an international journal. - Amsterdam [u.a.] : Elsevier, ISSN 1043-951X, ZDB-ID 1117248-4. - Vol. 34.2015, p. 311-321
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| Subject: | China | Oil price uncertainty | Sectoral stock returns | Ölpreis | Oil price | Volatilität | Volatility | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Kapitalmarktrendite | Capital market returns | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.chieco.2014.09.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011459802