Has COVID-19 changed the stock return-oil price predictability pattern?

In this paper, we examine if COVID-19 has impacted the relationship between oil prices and stock returns predictions using daily Japanese stock market data from 01/04/2020 to 03/17/2021. We make a novel contribution to the literature by testing whether the COVID-19 pandemic has changed this predicta...

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Detalles Bibliográficos
Autores principales: Zhang, Fan, Narayan, Paresh Kumar, Devpura, Neluka
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2021
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8364832/
https://www.ncbi.nlm.nih.gov/pubmed/35024287
http://dx.doi.org/10.1186/s40854-021-00277-7

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8364832/
https://www.ncbi.nlm.nih.gov/pubmed/35024287
http://dx.doi.org/10.1186/s40854-021-00277-7

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