Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 Economics
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DOI: 10.1016/j.ribaf.2021.101515
Abstract: Abstract We analyse the impact of oil supply, global economic activity, oil-specific consumption demand, and oil-inventory demand shocks on equity-market tail risks of a panel of 48 developed and emerging economies over the monthly period… read more here.
Keywords: tail risks; economics; oil; market tail ... See more keywords