Oil prices and stock markets during the 2014-16 oil price slump : asymmetries and speed of adjustment in GCC and oil-importing countries
Anjum Siddiqui, Haider Mahmood, and Dimitris Margaritis
| Year of publication: |
2020
|
|---|---|
| Authors: | Siddiqui, Anjum ; Mahmood, Haider ; Margaritis, Dimitris |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 56.2020, 15, p. 3678-3708
|
| Subject: | industry effects | nonlinear autoregressive distributed lag model (NARDL) | oil price shocks | stock markets | Ölpreis | Oil price | Aktienmarkt | Stock market | Kointegration | Cointegration | Börsenkurs | Share price | VAR-Modell | VAR model | Ölmarkt | Oil market | Volatilität | Volatility | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2019.1570497 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012423680