How Do Asymmetric Oil Prices and Economic Policy Uncertainty Shapes Stock Returns Across Oil Importing and Exporting Countries? Evidence from Instrumental Variable Quantile Regression Approach
This study employs asymmetric quantile regression to investigate the asymmetric impact of WTI crude oil prices and economic policy uncertainty (EPU) on stock market returns from May 2014 to December 2024 in oil-importing (China, India, Germany, Italy, Japan, USA, and South Korea) and oil-exporting (...
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| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-05-01
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| Series: | Risks |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-9091/13/5/93 |
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