Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics

doi:10.1016/j.ribaf.2021.101515

	Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics
	Gupta, Rangan; Sheng, Xin; Pierdzioch, Christian; Ji, Qiang
刊名	RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE
	2021-12-01
卷号	58
ISSN号	0275-5319
DOI	10.1016/j.ribaf.2021.101515
内容类型	期刊论文
源URL	[http://ir.casisd.cn/handle/190111/11414]
专题	中国科学院科技战略咨询研究院
推荐引用方式 GB/T 7714	Gupta, Rangan,Sheng, Xin,Pierdzioch, Christian,et al. Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics[J]. RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE,2021,58.
APA	Gupta, Rangan,Sheng, Xin,Pierdzioch, Christian,&Ji, Qiang.(2021).Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics.RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE,58.
MLA	Gupta, Rangan,et al."Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics".RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE 58(2021).