Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach (Q507996)

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scientific article; zbMATH DE number 6682805
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Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach
scientific article; zbMATH DE number 6682805

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    Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach (English)
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    9 February 2017
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    foreign exchange rate
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    GARCH
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    Markov regime-switching
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    stock return
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