Oil Price Shocks and Stock Market Returns: Evidence from 11 Member Countries of Oecd - Anna Sunyaeva - Books - LAP LAMBERT Academic Publishing - 9783843365161 - April 2, 2013
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Anna Sunyaeva
Oil Price Shocks and Stock Market Returns: Evidence from 11 Member Countries of Oecd

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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.

Media Books     Paperback Book   (Book with soft cover and glued back)
Released April 2, 2013
ISBN13 9783843365161
Publishers LAP LAMBERT Academic Publishing
Pages 76
Dimensions 150 × 5 × 225 mm   ·   131 g
Language German  

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