Oil Price Shocks and Stock Market Returns - Talukdar, Kamrul Huda; Sunyaeva, Anna
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This book evaluates the size of impact that oil price shocks have on the stock market returns. It also investigates which factors have greater influence on stock market returns in recent conditions in comparison to oil price shocks. This study is carried out on 11 countries by applying unrestricted Vector Autoregressive model with Impulse response and Variance decomposition to structure the results and facilitate interpretation.

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Produktbeschreibung
This book evaluates the size of impact that oil price shocks have on the stock market returns. It also investigates which factors have greater influence on stock market returns in recent conditions in comparison to oil price shocks. This study is carried out on 11 countries by applying unrestricted Vector Autoregressive model with Impulse response and Variance decomposition to structure the results and facilitate interpretation.
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Autorenporträt
Kamrul Huda Talukdar is a faculty member at North South University,Dhaka, Bangladesh. He holds MSc. degree in Finance from Lund University, Sweden. He is a Chancellor's Gold Medalist of East West University, Bangladesh. He worked for Grameenphone (a subsidiary Telenor, Norway) for more than two years and has experience in Business Finance.