Masih, Rumi; Peters, Sanjay; De Mello, Lurion - In: Energy Economics 33 (2011) 5, pp. 975-986
How important are oil price fluctuations and oil price volatility on equity market performance? What are the policy implications if volatility turns out to be significant? We assess this issue in an economics/finance nexus for Korea using a VEC model including interest rates, economic activity,...