Cargando…

Stock and oil price returns in international markets: Identifying short and long-run effects

This paper examines how stock returns respond to oil prices with monthly data from 1990 to 2020 for 12 major economies: 6 oil-exporting countries and 6 oil-importing countries. Combining short and long-run empirical approaches in country-by-country analyses, we first document varying effects of oil...

Descripción completa

Detalles Bibliográficos
Autores principales: Osah, Theophilus Teye, Mollick, Andre Varella
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9385097/
http://dx.doi.org/10.1007/s12197-022-09602-x