Exploring the oil supply-demand shocks and stock market stabilities: Experience from OECD countries
This paper explores the interactive relationships between oil price shocks and the stockmarket in 11 OECD countries using traditional cointegrationtest and look at the rolling window Granger causality effects with various predictive power contents running between the variables. Taking into account b...
| Main Authors: | , , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Technical University of Kosice,
2018.
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| Subjects: | |
| Online Access: | Get fulltext |