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~person:"Ratti, Ronald A."
~isPartOf:"CAMA working paper series"
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Search: subject:"Capital market returns"
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Capital market returns
4
Kapitalmarktrendite
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Oil price
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Ölpreis
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Börsenkurs
3
Share price
3
USA
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United States
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1973-2012
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China
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Stock return and volatility
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Stock returns
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mixture innovation
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oil shocks
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real stock return
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time-varying parameter VAR
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Ratti, Ronald A.
Kang, Wensheng
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CAMA working paper series
CAMA Working Paper
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Journal of international financial markets, institutions & money
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Discussion paper series / Tasmanian School of Business and Economics, University of Tasmania
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Economics letters
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ECONIS (ZBW)
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The impact of oil price shocks on the U.S. stock market : a note on the roles of U.S. and non-U.S. oil production
Kang, Wensheng
;
Ratti, Ronald A.
;
Vespignani, Joaquin
-
2016
Persistent link: https://www.econbiz.de/10011756478
Saved in:
2
Time-varying effect of oil market shocks on the stock market
Kang, Wensheng
;
Ratti, Ronald A.
;
Yoon, Kyung Hwan
-
2015
Persistent link: https://www.econbiz.de/10011342358
Saved in:
3
The impact of oil price shocks on the stock market return and volatility relationship
Kang, Wensheng
;
Ratti, Ronald A.
;
Yoon, Kyung Hwan
-
2014
Persistent link: https://www.econbiz.de/10011341968
Saved in:
4
Policy uncertainty in China, oil shocks and stock returns
Kang, Wensheng
;
Ratti, Ronald A.
-
2014
Persistent link: https://www.econbiz.de/10010349470
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