Assessing the spillover of shocks from the oil market to the stock market of different industry sectors in America - a quantile regression approach
The research problem of this paper examines the impact of Brent oil price shocks on stock returns of nine companies from the US market, operating in three different industrial sectors. The observation period covers 2015 to 2023. The research process involves determining the impact of shock transmiss...
| 发表在: | Serbian Journal of Management |
|---|---|
| 主要作者: | |
| 格式: | 文件 |
| 语言: | 英语 |
| 出版: |
University in Belgrade
2024-05-01
|
| 主题: | |
| 在线阅读: | https://aseestant.ceon.rs/index.php/sjm/article/view/46308/25164 |