The asymmetric responses of aggregate earnings and stock returns to oil shocks and policy uncertainty
Year of publication: |
2022
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Authors: | Kang, Wensheng |
Published in: |
Asia-Pacific journal of accounting & economics : publication of the City University of Hong Kong and National Taiwan University. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 2164-2257, ZDB-ID 2659021-9. - Vol. 29.2022, 1, p. 97-109
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Subject: | Aggregate earnings | economic policy uncertainty | oil prices | stock returns | structural VAR | Ölpreis | Oil price | VAR-Modell | VAR model | Kapitaleinkommen | Capital income | Schock | Shock | Welt | World | Risiko | Risk | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | Wirtschaftspolitik | Economic policy | Konjunktur | Business cycle | Börsenkurs | Share price | Politische Instabilität | Political instability | Schätzung | Estimation |
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