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This repository provides metadata of IIMB Publications and aimed at creating and preserving an archive of Institution scholarship. IIMB Publications include Articles, Working Papers (FULL TEXT), Book Chapters published by Faculty, Doctoral Dissertations by FPM Scholars and Project reports of Students enrolled in various courses of IIMB.
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https://repository.iimb.ac.in/handle/2074/20821| Title: | Oil price shocks and emerging stock markets revisited | Authors: | Das, Debojyoti Kannadhasan, M Bhattacharyya, Malay |
Keywords: | Oil;Quantile regression;Emerging market;Stock return;Markov regime switching | Issue Date: | 2022 | Publisher: | Emerald Group Publishing Ltd. | Abstract: | The study aims to understand the role of different streams of oil shocks (demand, supply and risk shocks) on the oil-importing and exporting countries' stock returns. The study also examines the impact of crude oil shocks across the economic regimes and market states. Besides, the role of the Global Financial Crisis (GFC) of 2008 in shaping the oil–stock relationship is also investigated. | URI: | https://repository.iimb.ac.in/handle/2074/20821 | ISSN: | 1746-8809 | DOI: | 10.1108/IJOEM-02-2020-0134 |
| Appears in Collections: | 2020-2029 C |
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