Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries

The link between crude oil price and stock returns of the Group of Seven (G7) countries (Canada, France, Germany, Italy, Japan, the United Kingdom, and the United States) was analyzed in this study using monthly data from January 1999 to March 2020. We adopt a similar approach to Kilian (Am Econ Rev...

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Detalles Bibliográficos
Autores principales: Jiang, Yonghong, Tian, Gengyu, Mo, Bin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2020
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7732739/
https://www.ncbi.nlm.nih.gov/pubmed/35024266
http://dx.doi.org/10.1186/s40854-020-00208-y

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7732739/
https://www.ncbi.nlm.nih.gov/pubmed/35024266
http://dx.doi.org/10.1186/s40854-020-00208-y

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