Impact of Oil Price Fluctuations on Financial Markets since 2014

Impact of Oil Price Fluctuations on Financial Markets since 2014

This paper investigates the causal impact of oil price fluctuations on financial markets since January 2014. Following a heteroscedasticity-based event study approach, the paper instruments changes in oil prices by exogenous shocks in oil supply. I...

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Bibliographic Details
Main Authors: Nguyen, Ha, Nguyen, Huong, Pham, Anh
Format: Working Paper
Language:English
en_US
Published: World Bank, Washington, DC 2017
Subjects:
oil price volatility
oil prices
financial markets
corporate bonds
stock markets
Treasury bonds
investment bonds
exchange rate
Online Access:http://documents.worldbank.org/curated/en/357321485790398488/Impact-of-oil-price-fluctuations-on-financial-markets-since-2014
http://hdl.handle.net/10986/25994

Internet

http://documents.worldbank.org/curated/en/357321485790398488/Impact-of-oil-price-fluctuations-on-financial-markets-since-2014
http://hdl.handle.net/10986/25994

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