Nonlinear effects of oil shocks on stock returns: A markov-switching approach

Applied Economics

Volumn 42, Issue 29, 2010, Pages 3735-3744

  Reboredo, Juan C ^a  

^a UNIVERSITY OF SANTIAGO DE COMPOSTELA   (Spain)

Author keywords

[No Author keywords available]

Indexed keywords

ECONOMIC ANALYSIS; EMPIRICAL ANALYSIS; MARKOV CHAIN; OIL SUPPLY; PRICE DYNAMICS; STOCK MARKET;

EID: 78649404594     PISSN: 00036846     EISSN: 14664283     Source Type: Journal    
DOI: 10.1080/00036840802314606     Document Type: Article

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