Investigating the Impact of Oil Price and Exchange Rate Uncertainty on Stock Return using Whitening Linear Transformation and Vector Autoregressive Model
ID Publisher
: 0000043086
Nama Jurnal
: Indonesian Capital Market Review
Pengarang
: Mohammad Farahani and Alireza Heidarzadeh Hanzaee
Subjek
: Uncertainty, Stock Return, Whitening Linear Transformation, Vector Autoregressive Model