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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
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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