Oil price uncertainty shocks and global equity markets: Evidence from a GVAR model
Year of publication: |
2022
|
---|---|
Authors: | Salisu, Afees A. ; Gupta, Rangan ; Demirer, Rıza |
Published in: |
Journal of Risk and Financial Management. - ISSN 1911-8074. - Vol. 15.2022, 8, p. 1-26
|
Publisher: |
Basel : MDPI |
Subject: | global vector autoregressive model | international equity markets | oil price uncertainty shocks |
Type of publication: | Article |
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Type of publication (narrower categories): | Article |
Language: | English |
Other identifiers: | 10.3390/jrfm15080355 [DOI] 1817951122 [GVK] hdl:10419/274877 [Handle] |
Classification: | C32 - Time-Series Models ; G15 - International Financial Markets |
Source: |
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Oil price uncertainty shocks and global equity markets : evidence from a GVAR model
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