Assessing the impacts of oil price fluctuations on stock returns in emerging markets
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DOI: 10.1016/j.econmod.2012.08.010
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More about this item
Keywords
Oil shocks; Emerging market returns; Multifactor pricing model; Long-term correlations;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- F30 - International Economics - - International Finance - - - General
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
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