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Influence of Oil Price Volatility of Developed Countries on Emerging Countries Stock Market Returns by Using Threshold Based Approach

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Figure

Table 1. The effect between oil price volatility of US and stock market index of emerging countries and regions
Table 2. Represent the causal effect between oil price volatility of India and stock market
Figure 3. Impulse response function curves of real stock returns of emerging from a one standard deviation shock of the Indian oil price volatility and stock returns of emerging countries and regions
Figure 4. Impulse response function curves of real stock returns of emerging from a one standard deviation shock of the Indian oil price volatility and stock returns of emerging countries and regions
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