Do structural oil-market shocks affect stock prices?

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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...

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Bibliographic Details
Main Authors:	Apergis, Nicholas, Miller, S.
Format:	Journal Article
Published:	Elsevier 2009
Subjects:	Structural oil-price shocks Real stock returns Variance decomposition
Online Access:	http://hdl.handle.net/20.500.11937/2850

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