Oil and stock returns: Frequency domain evidence

Author:

Ciner Cetin

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference32 articles.

1. Frequency dependence in regression model coefficients: an alternative approach for modeling nonlinear dynamic relationships in time series;Ashley;Econometric Reviews,2008

2. Apergis, N., Miller, S.M., 2008. Do structural oil-market shocks affect stock prices? Economics Working Papers, University of Connecticut, Paper 200851. http://digitalcommons.uconn.edu/econ_wpapers/200851.

3. Oil price risk and emerging stock markets;Basher;Global Finance Journal,2006

4. Oil prices and equity returns in the BRIC countries;Bhar;The World Economy,2009

5. Common and fundamental factors in stock returns of Canadian oil and gas companies;Boyer;Energy Economics,2007

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