The impact of oil price and exchange rate on momentum strategy profits in stock market : evidence from oil-rich developing countries
Mehdi Zolfaghari, Bahram Sahabi
| Year of publication: |
2021
|
|---|---|
| Authors: | Zolfaghari, Mehdi ; Sahabi, Bahram |
| Published in: |
Review of managerial science : RMS. - Berlin : Springer, ISSN 1863-6691, ZDB-ID 2365045-X. - Vol. 15.2021, 7, p. 1981-2023
|
| Subject: | Momentum | Markov switching | Oil price | Macroeconomic variables | Ölpreis | Aktienmarkt | Stock market | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income | Entwicklungsländer | Developing countries | Wirkungsanalyse | Impact assessment | Börsenkurs | Share price | Schätzung | Estimation | Volatilität | Volatility | Markov-Kette | Markov chain | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11846-020-00413-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012660360