Jiang, Yonghong; Tian, Gengyu; Mo, Bin - In: Financial Innovation 6 (2020) 1, pp. 1-26
The link between crude oil price and stock returns of the Group of Seven (G7) countries (Canada, France, Germany, Italy, Japan, the United Kingdom, and the United States) was analyzed in this study using monthly data from January 1999 to March 2020. We adopt a similar approach to Kilian (Am Econ...
