Oil shocks, stock market prices, and the U.S. dividend yield decomposition

Georgios Chortareas, Emmanouil Noikokyris

Research output: Contribution to journal › Article › peer-review

Keywords

@article{62b287c3a0364cf181194cb3edd983be,

title = "Oil shocks, stock market prices, and the U.S. dividend yield decomposition",

keywords = "oil price shocks, stock market prices, structural var, dividend yield decomposition, Business and management studies",

author = "Georgios Chortareas and Emmanouil Noikokyris",

year = "2014",

month = jan,

day = "31",

doi = "10.1016/j.iref.2013.06.001",

language = "English",

volume = "29",

pages = "639--649",

journal = "Utilitas Mathematica",

issn = "0315-3681",

publisher = "Utilitas Mathematica Publishing Inc.",

}

TY - JOUR

T1 - Oil shocks, stock market prices, and the U.S. dividend yield decomposition

AU - Chortareas, Georgios

AU - Noikokyris, Emmanouil

PY - 2014/1/31

Y1 - 2014/1/31

KW - oil price shocks

KW - stock market prices

KW - structural var

KW - dividend yield decomposition

KW - Business and management studies

U2 - 10.1016/j.iref.2013.06.001

DO - 10.1016/j.iref.2013.06.001

M3 - Article

SN - 0315-3681

VL - 29

SP - 639

EP - 649

JO - Utilitas Mathematica

JF - Utilitas Mathematica

ER -