A Markov Switching Approach in Assessing Oil Price and Stock Market Nexus in the Last Decade: The Impact of the COVID-19 Pandemic

We revisit the oil price and stock market nexus by considering the impact of major economic shocks in the post-global financial crisis (GFC) scenario. Our breakpoint unit root test and Markov switching regression (MRS) analyses using West Texas Intermediate (WTI) oil price and Standard & Poor’s...

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Detalles Bibliográficos
Autores principales: Phoong, Seuk Wai, Mahi, Masnun Al, Phoong, Seuk Yen
Formato: Online Artículo Texto
Lenguaje:English
Publicado: SAGE Publications 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9944429/
https://www.ncbi.nlm.nih.gov/pubmed/36852228
http://dx.doi.org/10.1177/21582440231153855

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9944429/
https://www.ncbi.nlm.nih.gov/pubmed/36852228
http://dx.doi.org/10.1177/21582440231153855

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