The effects of oil prices on confidence and stock return in China, India and Russia
This study aims to investigate the relationships between oil price, business confidence and stock return for China, India and Russia by employing the Markov Switching Vector Auto Regressive(MS-VAR) and MS-Granger Causality(MS-GC) methods. For China, the causality relationship between business confid...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2018-11-01
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| Series: | Quantitative Finance and Economics |
| Subjects: | |
| Online Access: | http://www.aimspress.com/article/10.3934/QFE.2018.4.884/fulltext.html |