Response of stock returns to oil price shocks : evidence from oil importing and exporting countries
Year of publication: |
December 2017
|
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Authors: | Bouoiyour, Jamal ; Selmi, Refk ; Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad |
Published in: |
Journal of economic integration. - Seoul, ISSN 1225-651X, ZDB-ID 1137694-6. - Vol. 32.2017, 4, p. 913-936
|
Subject: | Oil Price Shocks | Stock Returns | Dependence of Quantiles | Oil Exporting Countries | Oil Importing Countries | Ölpreis | Oil price | Ölmarkt | Oil market | OPEC-Staaten | OPEC countries | Kapitaleinkommen | Capital income | Erdöl | Petroleum | Kapitalmarktrendite | Capital market returns | Schock | Shock | VAR-Modell | VAR model |
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