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Volatility spillover effects between oil and GCC stock markets : a wavelet-based asymmetric dynamic conditional correlation approach

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Does COVID-19 impact the dependence between oil and stock markets? : evidence from RCEP countries

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Excess comovements between the euro/US dollar and pound sterling/US dollar exchange rates

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Macroeconomic fundamentals of the long-run time varying correlations between Turkish and European stock markets

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Oil prices, exchange rates and asset prices

Fratzscher, Marcel; Schneider, Daniel; Van Robays, Ine - 2013

strong and rising negative correlation between oil prices and the US dollar since the early 2000s, with risk shocks and the … financialisation process of oil prices explaining most of the strengthening of this correlation. -- Oil prices ; asset prices … ; exchange rates ; US dollar ; identification ; time-varying correlation …

Persistent link: https://www.econbiz.de/10009745917