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Comovement of fear index, stock returns, brent oil prices in BRIC countries : the case of COVID-19

Sharma, Sakshi; Malik, Kunjana - In: The Indian economic journal 70 (2022) 4, pp. 559-576

Persistent link: https://www.econbiz.de/10013475299

Sectoral responses of the Chinese stock market to international oil shocks

Zhang, Dayong; Cao, Hong - In: Emerging markets finance & trade : a journal of the … 49 (2013) 6, pp. 37-51

Persistent link: https://www.econbiz.de/10010346308

Real estate climate index and aggregate stock returns : evidence from China

Jiang, Yuexiang; Fu, Tao; Long, Huaigang; Zaremba, Adam; … - In: Pacific-Basin finance journal 75 (2022), pp. 1-26

Persistent link: https://www.econbiz.de/10013552561

Bear, bull, sidewalk, and crash : the evolution of the us stock market using over a century of daily data

Wang, Shixuan; Gupta, Rangan; Zhang, Yue-jun - In: Finance research letters 43 (2021), pp. 1-6

Persistent link: https://www.econbiz.de/10014632469

Oil price shocks against stock return of oil- and gas-related firms in the economic depression : a new evidence from a copula approach

Thu Thuy Nguyen; Nguyen Van Chien; Tran Trong Nguyen - In: Cogent economics & finance 8 (2020) 1, pp. 1-20

This research examines the influence of world crude oil price shocks on the financial performance of Vietnamese oil- and gas-related firms. Based on copula approach and the sample data of domestic giant oil- and gas firms from 2009 to 2019, in particular in the situation of oil price steadily...

Persistent link: https://www.econbiz.de/10013179488

Empirical linkage between oil price and stock market returns and volatility : evidence from international developed markets

Dhaoui, Abderrazak; Khraief, Naceur - 2014

This paper examines empirically whether oil price shocks impact stock market returns. Using monthly data for eight developed countries from January 1991 to September 2013, strong negative connections between oil price and stock market returns are found in seven of the selected countries. Oil...

Persistent link: https://www.econbiz.de/10010257720