Bookcover of Oil Price Shocks and Stock Market Returns
Booktitle:

Oil Price Shocks and Stock Market Returns

Evidence from 11 Member Countries of OECD

LAP LAMBERT Academic Publishing (2013-04-02 )

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ISBN-13:

978-3-8433-6516-1

ISBN-10:
3843365164
EAN:
9783843365161
Book language:
English
Blurb/Shorttext:
This book evaluates the size of impact that oil price shocks have on the stock market returns. It also investigates which factors have greater influence on stock market returns in recent conditions in comparison to oil price shocks. This study is carried out on 11 countries by applying unrestricted Vector Autoregressive model with Impulse response and Variance decomposition to structure the results and facilitate interpretation.
Publishing house:
LAP LAMBERT Academic Publishing
Website:
https://www.lap-publishing.com/
By (author) :
Kamrul Huda Talukdar, Anna Sunyaeva
Number of pages:
76
Published on:
2013-04-02
Stock:
Available
Category:
Money, Bank, Stock exchange
Price:
35.90 €
Keywords:
Stock Returns, Unit Root, cointegration, Variance Decomposition, vector autoregressive model, Impulse Response, Oil Price Shock

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