Dynamic correlation between oil and the stock market.. Does the status of the market and the origin of the shock matter?

Ιωσηφίδης, Θεοχάρης

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DC Field	Value	Language
dc.contributor.advisor	Παναγιωτίδης, Θεόδωρος	el
dc.contributor.author	Ιωσηφίδης, Θεοχάρης	el
dc.coverage.spatial	ΠΑΓΚΟΣΜΙΑ	el
dc.coverage.temporal	ΣΕΠΤΕΜΒΡΙΟΣ 2018 - ΑΥΓΟΥΣΤΟΣ 2019	el
dc.date.accessioned	2019-06-18T07:02:33Z	-
dc.date.available	2019-06-18T07:02:33Z	-
dc.date.issued	2019	-
dc.identifier.uri	http://dspace.lib.uom.gr/handle/2159/23180	-
dc.description	Πτυχιακή εργασία--Πανεπιστήμιο Μακεδονίας, Θεσσαλονίκη, 2019.	el
dc.description.abstract	My thesis statement focused on a research regarding the dynamic correlation between oil and the stock market. More specifically, I examined whether oil price shocks and stock market returns have a time-varying relationship rathen than a constant one. My primary consideration was to realize whether oil price shocks of particular origins cause different effects on the stock market of oil importing and oil exporting countries	el
dc.format.extent	64	el
dc.language.iso	en	en
dc.publisher	Πανεπιστήμιο Μακεδονίας	el
dc.rights	Attribution-NonCommercial-NoDerivatives 4.0 Διεθνές	*
dc.rights.uri	http://creativecommons.org/licenses/by-nc-nd/4.0/	*
dc.subject	Oil prices	en
dc.subject	Oil price shocks	en
dc.subject	Stock market returns	en
dc.subject	DCC-GARCH	en
dc.subject	Dynamic correlation	en
dc.subject	Oil crisis episodes	en
dc.subject	Stock market crushes	en
dc.title	Dynamic correlation between oil and the stock market.. Does the status of the market and the origin of the shock matter?	en
dc.type	Bachelor's Degree Paper	en
dc.type	Text	en
dc.contributor.committeemember	Παντελίδης, Αιθανάσιος	-
dc.contributor.department	Τμήμα Οικονομικών Επιστημών (ΠΕ)	el
Appears in Collections:	Τμήμα Οικονομικών Επιστημών (Π)

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