Are there any safe haven assets against oil price falls?
Author:
Affiliation:
1. Otago School of Business, University of Otago, Dunedin, New Zealand
2. Bond Business School, Bond University, Gold Coast, Queensland, Australia
3. Waikato Management School, University of Waikato, Tauranga, New Zealand
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036846.2023.2288067
Reference42 articles.
1. Baker, S. R., N. Bloom, S. J. Davis, and M. C. Sammon. 2021. What Triggers Stock Market Jumps? (No. W28687). Cambridge, Massachusetts: National Bureau of Economic Research.
2. Oil prices, exchange rates and emerging stock markets
3. The impact of oil-market shocks on stock returns in major oil-exporting countries
4. Oil price risk and emerging stock markets
5. Structural Interpretation of Vector Autoregressions with Incomplete Identification: Revisiting the Role of Oil Supply and Demand Shocks
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