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Impact of oil price fluctuations on financial markets since 2014 (English)

Abstract

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. It finds... See More +

Details

  • Nguyen, Ha Minh; Nguyen, Huong; Pham, Anh;
  • 2017/01/30 10:33:01
  • Policy Research Working Paper
  • WPS7957
  • 1
  • 1
  • World
  • The World Region
  • 2017/01/30 10:27:08
  • Disclosed
  • Impact of oil price fluctuations on financial markets since 2014
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