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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2023
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9985441/ http://dx.doi.org/10.1007/s10644-023-09494-9 |