Browsing Theses (Master's and Ph.D) – Business and Economics by Subject "Markov-switching dynamic regression"

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Sectoral Impacts of Crude Oil Price Movements on Stock Markets: Evidences from Selected Emerging Market Economies

Wada, Isah (Eastern Mediterranean University (EMU) - Doğu Akdeniz Üniversitesi (DAÜ), 2017)

This thesis investigates the impacts of Brent crude oil price shocks on sector returns in selected net crude oil exporting and importing emerging market countries. The data includes stock market returns on a Wednesday to ...