The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices

Author:

Tian Meiyu,Li Wanyang,Wen Fenghua

Funder

National Natural Science Foundation of China

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference91 articles.

1. Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management;Arouri;Journal of International Money and Finance,2011

2. Fear connectedness among asset classes[J];Andrada-Félix;Applied Economics,2018

3. International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression[J];Antonakakis;International Review of Financial Analysis,2019

4. Oil Prices, Exchange Rates and Emerging Stock Markets;Basher;Energy Economics,2012

5. Oil prices, stock returns, and exchange rates: Empirical evidence from China and the United States;Bai;The North American Journal of Economics and Finance,2017

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