Matches in SemOpenAlex for { <https://semopenalex.org/work/W2432291001> ?p ?o ?g. }
Showing items 1 to 71 of
71
with 100 items per page.
- W2432291001 endingPage "164" @default.
- W2432291001 startingPage "143" @default.
- W2432291001 abstract "This paper examines the impact of oil price shocks and oil price volatility on real stock prices in Indonesia, Malaysia, Philippines, Singapore and Thailand. Using a monthly structural vector autoregression model estimated separately for each country from 1997:7 to 2013:12, the results show that in response to an oil price shock, real stock prices fall within six months in all the countries as the central banks increase interest rates to reduce inflationary pressures. In contrast to the findings in existing studies on the US and European countries, monetary policy shocks in ASEAN-5 are more important in explaining the variability in real stock returns compared to oil price shocks. The fall in real stock prices is also observed under both positive and negative oil price shocks, suggesting that oil price volatility plays an important role in explaining stock price movements. In response to an increase in oil price volatility, real stock prices are depressed immediately but they gradually recover as the economic situation improves. JEL Classification: C32, E44" @default.
- W2432291001 created "2016-06-24" @default.
- W2432291001 creator A5000724030 @default.
- W2432291001 date "2015-01-01" @default.
- W2432291001 modified "2023-09-27" @default.
- W2432291001 title "Oil Price Shocks and Stock Markets in ASEAN-5" @default.
- W2432291001 hasPublicationYear "2015" @default.
- W2432291001 type Work @default.
- W2432291001 sameAs 2432291001 @default.
- W2432291001 citedByCount "0" @default.
- W2432291001 crossrefType "journal-article" @default.
- W2432291001 hasAuthorship W2432291001A5000724030 @default.
- W2432291001 hasConcept C106159729 @default.
- W2432291001 hasConcept C127413603 @default.
- W2432291001 hasConcept C133029050 @default.
- W2432291001 hasConcept C143724316 @default.
- W2432291001 hasConcept C149782125 @default.
- W2432291001 hasConcept C151730666 @default.
- W2432291001 hasConcept C162324750 @default.
- W2432291001 hasConcept C204036174 @default.
- W2432291001 hasConcept C2984556133 @default.
- W2432291001 hasConcept C2988984586 @default.
- W2432291001 hasConcept C556758197 @default.
- W2432291001 hasConcept C78519656 @default.
- W2432291001 hasConcept C86803240 @default.
- W2432291001 hasConcept C91602232 @default.
- W2432291001 hasConceptScore W2432291001C106159729 @default.
- W2432291001 hasConceptScore W2432291001C127413603 @default.
- W2432291001 hasConceptScore W2432291001C133029050 @default.
- W2432291001 hasConceptScore W2432291001C143724316 @default.
- W2432291001 hasConceptScore W2432291001C149782125 @default.
- W2432291001 hasConceptScore W2432291001C151730666 @default.
- W2432291001 hasConceptScore W2432291001C162324750 @default.
- W2432291001 hasConceptScore W2432291001C204036174 @default.
- W2432291001 hasConceptScore W2432291001C2984556133 @default.
- W2432291001 hasConceptScore W2432291001C2988984586 @default.
- W2432291001 hasConceptScore W2432291001C556758197 @default.
- W2432291001 hasConceptScore W2432291001C78519656 @default.
- W2432291001 hasConceptScore W2432291001C86803240 @default.
- W2432291001 hasConceptScore W2432291001C91602232 @default.
- W2432291001 hasIssue "1" @default.
- W2432291001 hasLocation W24322910011 @default.
- W2432291001 hasOpenAccess W2432291001 @default.
- W2432291001 hasPrimaryLocation W24322910011 @default.
- W2432291001 hasRelatedWork W1584675040 @default.
- W2432291001 hasRelatedWork W1972254956 @default.
- W2432291001 hasRelatedWork W2011561736 @default.
- W2432291001 hasRelatedWork W207326104 @default.
- W2432291001 hasRelatedWork W2074988857 @default.
- W2432291001 hasRelatedWork W2103703399 @default.
- W2432291001 hasRelatedWork W2161441421 @default.
- W2432291001 hasRelatedWork W2191230121 @default.
- W2432291001 hasRelatedWork W23829743 @default.
- W2432291001 hasRelatedWork W2519398496 @default.
- W2432291001 hasRelatedWork W2602269559 @default.
- W2432291001 hasRelatedWork W2786837180 @default.
- W2432291001 hasRelatedWork W2907629302 @default.
- W2432291001 hasRelatedWork W3122903537 @default.
- W2432291001 hasRelatedWork W3124291408 @default.
- W2432291001 hasRelatedWork W3125723185 @default.
- W2432291001 hasRelatedWork W3143062029 @default.
- W2432291001 hasRelatedWork W631769457 @default.
- W2432291001 hasRelatedWork W645785151 @default.
- W2432291001 hasRelatedWork W3124711625 @default.
- W2432291001 hasVolume "3" @default.
- W2432291001 isParatext "false" @default.
- W2432291001 isRetracted "false" @default.
- W2432291001 magId "2432291001" @default.
- W2432291001 workType "article" @default.