Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysis

This paper examines the asymmetric effects of changes in oil price and economic policy uncertainty (EPU) on the stock market returns of the G7 countries. It employs quantile regression analysis and allows for asymmetry by differentiating between positive and negative changes in oil price and EPU. Mo...

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Detalles Bibliográficos
Autores principales: Nusair, Salah A., Al-Khasawneh, Jamal A.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9985441/
http://dx.doi.org/10.1007/s10644-023-09494-9

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9985441/
http://dx.doi.org/10.1007/s10644-023-09494-9

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