Non-linear ARDL approach to the oil-stock nexus: Detailed sectoral analysis of the Turkish stock market

Author:

Civcir IrfanORCID,Akkoc UgurORCID

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference67 articles.

1. The impacts of oil price shocks in Turkey: sectoral evidence from the FAVAR approach;Akkoc;Econ. Change Restruct.,2021

2. Dynamic linkages between strategic commodities and stock market in Turkey: evidence from SVAR-DCC-GARCH model;Akkoc;Resour. Pol.,2019

3. A non-linear autoregressive distributed lag (NARDL) analysis of west Texas intermediate oil prices and the DOW JONES index;Allen,2019

4. Asymmetric responses of stock prices to money supply and oil prices shocks in Turkey: new evidence from a non-linear ARDL approach;Altintas;Int. J. Econ. Financ. Issues,2018

5. The impact of oil price changes on Spanish and euro area consumer price inflation;Álvarez;Econ. Modell.,2011

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