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Oil Price Shocks and Stock Market Returns

Oil Price Shocks and Stock Market Returns

32007000
3421 руб.
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Описание
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.
Evidence from 11 Member Countries of OECD