How do oil prices affect stock market returns in financial sectors：evidence from China and the U.S.
This study examines the relationship between changes in oil prices and stock returns (nation stock returns and financial sector stock return), using VAR model and granger causality test. In this study, I consider and select the ag-gregate stock market indices from two countries, China and the US, wh...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2018
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| Online Access: | https://eprints.nottingham.ac.uk/54784/ |