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