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...
Main Authors: | Nguyen, Ha, Nguyen, Huong, Pham, Anh |
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Format: | Working Paper |
Language: | English en_US |
Published: |
World Bank, Washington, DC
2017
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Subjects: | |
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 |
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