Oil prices, exchange rates and stock markets under uncertainty and regime-switching-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Oil prices, exchange rates and stock markets under uncertainty and regime-switching

Published:2018-12 Issue: Volume:27 Page:28-33
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Roubaud David^ORCID,Arouri Mohamed^ORCID

Publisher

Elsevier BV

Subject

Finance

Reference14 articles.

1. Conditional dependence structure between oil prices and exchange rates: a copula-GARCH approach;Aloui;J. Int. Money Fin.,2013

2. Amano, R., van Norden, S., 1995. Exchange Rates and Oil Prices. Bank of Canada, Working Paper 8.

3. Do structural oil-market shocks affect stock prices?;Apergis;Energy Econ.,2009

4. Economic policy uncertainty and stock markets: long-run evidence;Arouri;Fin. Res. Lett.,2016

5. Volatility spillovers between oil prices and stock sector returns: implications for portfolio management;Arouri;J. Int. Money Fin.,2011

Cited by 102 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Pricing CDS index tranches under thinning-dependence structure with regime switching;Journal of Computational and Applied Mathematics;2024-12

2. The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis;International Review of Financial Analysis;2024-10

3. On the partial impact of uncertainties on the nexus between macroeconomic fundamentals in West Africa;Heliyon;2024-08

4. TÜRKİYE EKONOMİSİNDE BELİRSİZLİK ENDEKSİ- CDS PRİMLERİ- DÖVİZ KURU-TÜFE ARASINDAKİ İLİŞKİNİN AMPRİK ANALİZİ;Turkish Business Journal;2024-06-30

5. Do Exchange Rates Respond Asymmetrically to Crude Oil Market Shocks? Insights from BRICS and Pakistan;Zagreb International Review of Economics and Business;2024-05-01

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号京ICP备18003416号-3