The Dynamic Correlation Between Oil Price, Exchange Rate and Stock Market: Evidence from Major Emerging Oil-Importing and Oil-Exporting Countries

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The Dynamic Correlation Between Oil Price, Exchange Rate and Stock Market: Evidence from Major Emerging Oil-Importing and Oil-Exporting Countries

This paper examines the impact of crude oil price and exchange rate on stock market for oil importing and oil exporting emerging economies from July 2006 to August 2016 with VAR, Granger Causality, VECM model and ARCH system. The result implies that exchange rate and oil price are negatively correla...

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Bibliographic Details
Main Author:	Yao, Jundai
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2016
Online Access:	https://eprints.nottingham.ac.uk/36590/

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