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How has the relationship between oil and the US stock market changed after the Covid-19 crisis?()

In this paper, we investigate how the relationship between oil and the US stock market has changed after the onset of Covid-19 crisis. To do so, we compute upside and downside correlations between the two markets. Our findings are as follows. First, we document the correlation asymmetry: the downsid...

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Detalles Bibliográficos
Autores principales: Sakurai, Yuji, Kurosaki, Tetsuo
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7540196/
https://www.ncbi.nlm.nih.gov/pubmed/33046963
http://dx.doi.org/10.1016/j.frl.2020.101773