The asymmetric impact of oil price uncertainty on emerging market financial stress : a quantile regression approach
Debojyoti Das, Anupam Dutta, Rabin K. Jana, Indranil Ghosh
| Year of publication: |
2023
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| Authors: | Das, Debojyoti ; Dutta, Anupam ; Jana, Rabin K. ; Ghosh, Indranil |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 4, p. 4299-4323
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| Subject: | emerging markets | financial stress | implied volatility | oil market | quantile regression | Volatilität | Volatility | Ölpreis | Oil price | Schwellenländer | Emerging economies | Finanzkrise | Financial crisis | Regressionsanalyse | Regression analysis | Ölmarkt | Oil market | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2651 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014429325