Asymmetric impact of oil prices on stock returns in Shanghai stock exchange: Evidence from asymmetric ARDL model

This study scrutinized the asymmetric impact of oil prices on stock returns in Shanghai stock exchange with data (January 2000 to December 2018) by using asymmetric ARDL model. The examined results of asymmetric autoregressive distributed lag model indicate that cointegration exists between the oil...

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Detalles Bibliográficos
Autores principales: Khan, Muhammad Kamran, Teng, Jian-Zhou, Khan, Muhammad Imran
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2019
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6581273/
https://www.ncbi.nlm.nih.gov/pubmed/31211817
http://dx.doi.org/10.1371/journal.pone.0218289

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6581273/
https://www.ncbi.nlm.nih.gov/pubmed/31211817
http://dx.doi.org/10.1371/journal.pone.0218289

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