Non-linear cointegration between oil and stock prices: The role of interest rates-Reference-Cited by-同舟云学术

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Non-linear cointegration between oil and stock prices: The role of interest rates

Published:2022-01 Issue: Volume:59 Page:101513
ISSN:0275-5319
Container-title:Research in International Business and Finance
language:en
Short-container-title:Research in International Business and Finance

Author:

Martínez-Cañete Ana R.^ORCID,Márquez-de-la-Cruz Elena,Pérez-Soba Inés^ORCID

Funder

Ministerio de Ciencia, Innovación y Universidades

Publisher

Elsevier BV

Subject

Finance,Business, Management and Accounting (miscellaneous)

Reference53 articles.

1. Commodity prices, interest rates and the dollar;Akram;Energy Econ.,2009

2. Forecasting the price of oil;Alquist,2011

3. Oil Price Shocks and the U.S. Stock Market: Do Sign and Size Matter?;Alsalman;The Energy J.,2015

4. Emerging Market Corporate Leverage and Global Financial Conditions. IMF Working Paper WP/16/243;Alter,2016

5. The Impact of Monetary Policy on Commodity Prices. Banca D’Italia Working Paper No 851;Anzuini,2012

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1. Interplay between oil prices, country risks, and stock returns in the context of global conflict: A PVAR approach;Research in International Business and Finance;2024-10

2. Dynamic quantile connectedness between oil and stock markets: The impact of the interest rate;Energy Economics;2024-08

3. U.S. monetary policy: The pushing hands of crude oil price?;Energy Economics;2024-06

4. Time-varying market efficiency of safe-haven assets;Finance Research Letters;2023-09

5. Oil price shocks and sectoral stocks in Nigeria: how relevant are asymmetry and structural breaks?;International Journal of Energy Sector Management;2022-05-31

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