Oil price shocks and emerging stock markets revisited
Document Type
Article
Publication Title
International Journal of Emerging Markets
Abstract
The study aims to understand the role of different streams of oil shocks (demand, supply and risk shocks) on the oil-importing and exporting countries' stock returns. The study also examines the impact of crude oil shocks across the economic regimes and market states. Besides, the role of the Global Financial Crisis (GFC) of 2008 in shaping the oil-stock relationship is also investigated.
Publication Date
1-12-2020
Publisher
Emerald Group Publishing Ltd.
Volume
Vol.17
Recommended Citation
Das, Debojyoti; Kannadhasan, M; and Bhattacharyya, Malay, "Oil price shocks and emerging stock markets revisited" (2020). Faculty Publications. 125.
https://research.iimb.ac.in/fac_pubs/125