Asymmetric causality between oil price and stock returns:A sectoral analysis
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DOI: 10.1016/j.eap.2019.06.002
Abstract: Abstract The majority of past studies assessed the impact of oil price on stock returns using aggregate stock price index from different countries and assuming the effects to be symmetric. In this paper, we investigate… read more here.
Keywords: oil price; stock returns; price stock; price ... See more keywords