Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains
Author:
Affiliation:
1. University of Portland Portland OR USA
2. Macquarie University Sydney Sydney Australia
3. College of Business University of Nevada Reno NV USA
Publisher
Wiley
Subject
Economics and Econometrics
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/boer.12258
Reference51 articles.
1. Crude oil price volatility spillovers into major equity markets
2. The effects of crude oil shocks on stock market shifts behaviour: A regime switching approach
3. Oil Prices and Equity Returns in the BRIC Countries
4. GLOBAL OIL PRICES, OIL INDUSTRY AND EQUITY RETURNS: RUSSIAN EXPERIENCE
5. Oil prices, exchange rates and emerging stock markets
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