The impact of oil price shocks on stock market returns : comparing GCC countries with the UK and USA
Abdallah Fayyad; Kevin Daly
| Year of publication: |
2011
|
|---|---|
| Authors: | Fayyad, Abdallah ; Daly, Kevin James |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 12.2011, 2, p. 61-78
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| Subject: | Oil | Gulf Cooperation Council (GCC) | UK and USA | Vector auto regression model | Variance decomposition | Impulse response function | Arabische Golf-Staaten | Gulf countries | Ölpreis | Oil price | USA | United States | VAR-Modell | VAR model | Aktienmarkt | Stock market | Wirkungsanalyse | Impact assessment | Kapitaleinkommen | Capital income | Schock | Shock | Schätzung | Estimation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009304810