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Asymmetric effects of oil price shocks on stock returns: evidence from a two-stage Markov regime-switching approach

Asymmetric effects of oil price shocks on stock returns: evidence from a two-stage Markov regime-switching approach

Zhu, Huiming; Su, Xianfang; You, Wanhai; Ren, Yinghua
  • 期刊名称Applied Economics
  • 作者Zhu, Huiming; Su, Xianfang; You, Wanhai; Ren, Yinghua
  • 印刷ISSN0003-6846
  • 电子ISSN1466-4283
  • 文件大小2408.35KB
  • 发表时间2016-10-09
  • DOI10.1080/00036846.2016.1240351
  • 页码1-17
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