The impact of oil price shocks on stock market activities: Asymmetric effect with quantile regression

Mathematics and Computers in Simulation

Volumn 81, Issue 9, 2011, Pages 1910-1920

  Lee, Chien Chiang ^a   Zeng, Jhih Hong ^a  

^a NATIONAL SUN YAT SEN UNIVERSITY   (Taiwan)

Author keywords

G7 countries; Oil prices; Quantile regression; Stock returns; Structural breaks

Indexed keywords

G7 COUNTRIES; OIL PRICES; QUANTILE REGRESSION; STOCK RETURNS; STRUCTURAL BREAK;

COSTS; REGRESSION ANALYSIS;

COMMERCE;

EID: 79955554500     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.matcom.2011.03.004     Document Type: Article

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