Asymmetric impact of oil prices on stock returns in Shanghai stock exchange: Evidence from asymmetric ARDL model
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چکیده
منابع مشابه
The Effect of Asymmetric Fluctuations of Exchange Rate and Oil Price on Stock Index of Tehran Stock Exchange
The aim of this study was to investigate the asymmetric effects of exchange rate fluctuations on Stock index of Tehran Stock Exchange. For this purpose, we first calculated the exchange rate fluctuations using model General Autoregressive Conditional Heteroskedastic (GARCH), and then the effect of these fluctuations on the Stock index of Tehran Stock Exchange was estimated using the Generalized...
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ژورنال
عنوان ژورنال: PLOS ONE
سال: 2019
ISSN: 1932-6203
DOI: 10.1371/journal.pone.0218289