30 Sep 2018

Dr. Hanan Naser has published a new research paper

Dr. Hanan Naser has successfully published a new research paper under the title: Oil Price Shocks and Stock Market Performance in the BRICs: Some Evidence using FAVAR Models in Economic Issues Journal, which has been released from the United Kingdom in 30th September, 2018. This paper examines the response of real stock prices to oil price shocks for theBRICS (Brazil, Russia, India, China AND South Africa) economies over the period from January 1991–March 2011 using a stochastic modelling methods including factor augmented vector Autoregressive (FAVAR) approach. The key results suggest that the response of stock prices to oil price shocks is quite persistent and precise, but asymmetric across the four economies. Dr. Hanan has raised a number of recommendations for policy making in the above countries in order to maintain the drawbacks in economy under the shed of oil price shocks. For more details, please visit the journal webpage: http://www.economicissues.org.uk/

 

Dr Hanan

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