Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach (Q507996)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Impact of foreign exchange rate on oil companies risk in stock market: a Markov-switching approach |
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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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