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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2020
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| 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 |