The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns : a quantile regression approach
Debojyoti Das, M. Kannadhasan
| Year of publication: |
2020
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|---|---|
| Authors: | Das, Debojyoti ; Kannadhasan, M. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 69.2020, p. 563-581
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| Subject: | Emerging markets | Oil | Quantile regression | Stock returns | Schwellenländer | Emerging economies | Kapitaleinkommen | Capital income | Ölpreis | Oil price | Regressionsanalyse | Regression analysis | Volatilität | Volatility | Schock | Shock | Schätzung | Estimation | Aktienmarkt | Stock market | 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.iref.2020.06.013 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012487016