Do structural oil-market shocks affect stock prices?
This paper investigates how explicit structural shocks that characterize the endogenous character of oil price changes affect stock-market returns in a sample of eight countries — Australia, Canada, France, Germany, Italy, Japan, the United Kingdom, and the United States. For each country, the analy...
Main Authors: | , |
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Format: | Journal Article |
Published: |
Elsevier
2009
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Subjects: | |
Online Access: | http://hdl.handle.net/20.500.11937/2850 |