Does oil price uncertainty transmit to the Thai stock market?
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- Komain Jiranyakul, 2014. "Does oil price uncertainty transmit to the Thai stock market?," Journal of Economic and Financial Studies (JEFS), LAR Center Press, vol. 2(6), pages 16-25, December.
- Jiranyakul, Komain, 2014. "Does oil price uncertainty transmit to the Thai stock market?," MPRA Paper 56527, University Library of Munich, Germany.
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Goodness C. Aye, 2014. "Does Oil Price Uncertainty Matter for Stock Returns in South Africa?," Working Papers 201484, University of Pretoria, Department of Economics.
- Alsalman, Zeina, 2016. "Oil price uncertainty and the U.S. stock market analysis based on a GARCH-in-mean VAR model," Energy Economics, Elsevier, vol. 59(C), pages 251-260.
More about this item
KeywordsReal stock price; real oil price; volatility transmission; emerging markets;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2014-08-20 (All new papers)
- NEP-ENE-2014-08-20 (Energy Economics)
- NEP-RMG-2014-08-20 (Risk Management)
- NEP-SEA-2014-08-20 (South East Asia)
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