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Please use this identifier to cite or link to this item: https://repository.iimb.ac.in/handle/2074/20821
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dc.contributor.authorDas, Debojyoti-
dc.contributor.authorKannadhasan, M-
dc.contributor.authorBhattacharyya, Malay-
dc.date.accessioned2022-03-13T16:22:17Z-
dc.date.available2022-03-13T16:22:17Z-
dc.date.issued2022-
dc.identifier.issn1746-8809-
dc.identifier.urihttps://repository.iimb.ac.in/handle/2074/20821-
dc.description.abstractThe 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.-
dc.publisherEmerald Group Publishing Ltd.-
dc.subjectOil-
dc.subjectQuantile regression-
dc.subjectEmerging market-
dc.subjectStock return-
dc.subjectMarkov regime switching-
dc.titleOil price shocks and emerging stock markets revisited-
dc.typeJournal Article-
dc.identifier.doi10.1108/IJOEM-02-2020-0134-
bitstream.ckan.resourceidIss.6-
dc.pages32p.-
dc.pages1583-1614p.-
dc.vol.noVol.17-
dc.journal.nameInternational Journal of Emerging Markets-
Appears in Collections:2020-2029 C
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