Essays about: "Abdulla Alikhanov"

Found 2 essays containing the words Abdulla Alikhanov.

1. 1. “To what extent are stock returns driven by mean and volatility spillover effects”?-Evidence from eight European stock markets

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Abdulla Alikhanov; [2012]
   Keywords : oil price; mean; emerging markets; volatility spillovers; E.U; the U.S; Stock markets; exchange rates; asymmetric effects.; Business and Economics;

   Abstract : The paper investigates the mean and volatility spillover effects from U.S and EU stock markets as well as oil price market into national stock markets of eight European countries. The study finds strong indication of volatility spillover effects from global US, regional EU, and world factor oil towards individual stock markets. READ MORE

3. 2. The impact of oil price on stock returns in oil-exporting economies: The case of Russia and Norway

   University essay from Lunds universitet/Nationalekonomiska institutionen

   Author : Abdulla Alikhanov; Trang Nguyen; [2011]
   Keywords : Crude oil price; developing markets; Russia; Norway; VAR model; Unit root; Impulse Response; Granger Causality; Asymmetric effect; Business and Economics;

   Abstract : The purpose of our paper is to examine the relationship and interactions between oil price movements and stock market indexes in main two oil exporting countries - Russia and Norway from January 1998 to March 2011, and test how and to what extent oil prices together with other variables influence stock markets. Apart from crude oil price, we also include to our model some macroeconomic explanatory variables that are directly linked to stock market performance as well as oil price movements. READ MORE