Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic

This paper revisited the crude oil – stock market nexus to examine how the oil implied volatility index (a forward-looking and more accurate measure for uncertainty in oil prices) affects stock returns in major Africa's oil-importing (South Africa, Kenya, Mauritius, and Botswana) and oil-export...

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Detalles Bibliográficos
Autores principales: Boateng, Ebenezer, Adam, Anokye M., Junior, Peterson Owusu
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8491971/
https://www.ncbi.nlm.nih.gov/pubmed/34629684
http://dx.doi.org/10.1016/j.resourpol.2021.102389

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8491971/
https://www.ncbi.nlm.nih.gov/pubmed/34629684
http://dx.doi.org/10.1016/j.resourpol.2021.102389

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