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...

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Bibliographic Details

Main Authors:	Abdul Jalil, Norasibah, Duasa, Jarita, Mat Ghani, Gairuzazmi, Ibrahim, Mansor, yusof, Hamidah
Format:	Proceeding Paper
Language:	en
Published:	2011
Subjects:	HB Economic Theory
Online Access:	http://irep.iium.edu.my/15000/1/13-D00036.pdf http://irep.iium.edu.my/15000/ http://www.ipedr.com/vol7/13-D00036.pdf
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