Showing 1 - 9 of 9
This paper examines both the linear and nonlinear causal relationships between crude oil price changes and stock market returns for the United States. In particular, the study applied a battery of unit root tests to ascertain the time series properties of crude oil price changes and stock market...
Persistent link: https://www.econbiz.de/10009501257
Persistent link: https://www.econbiz.de/10011724017
Persistent link: https://www.econbiz.de/10011455359
Persistent link: https://www.econbiz.de/10011405155
Persistent link: https://www.econbiz.de/10001696831
Persistent link: https://www.econbiz.de/10001487702
Persistent link: https://www.econbiz.de/10001254505
Persistent link: https://www.econbiz.de/10001680219
This paper examines both the linear and nonlinear causal relationships between crude oil price changes and stock market returns for the United States. In particular, the study applied a battery of unit root tests to ascertain the time series properties of crude oil price changes and stock market...
Persistent link: https://www.econbiz.de/10013091878