Oil price exposure to asset returns: a disaggregate analysis
The paper analyzed oil price exposure on asset returns of eight economic sectors namely- Construction (CON), Consumer (CSU), Finance (FIN), Industrial (IND), Plantation (PLN), Property (PRP), Services (SER), and Mining (TIN). of economy. Two tests, identified as Model 1 and Model 2, were conducted...
| Main Authors: | , , , , |
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| Format: | Proceeding Paper |
| Language: | English |
| Published: |
2011
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/15000/1/13-D00036.pdf |