Exchange rates, oil prices and world stock returns

Exchange rates, oil prices and world stock returns

This paper examines responses of 14 major currency/USD pairs to two global factors (oil and world equity returns)from January 1999 to July 2017, a period comprising the global financial crisis and oil price boom and collapse. With global equity markets advancing, risk tolerance increases and oil and...

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Bibliographic Details
Main Authors: Mollick, A.V (Author), Sakaki, H. (Author)
Format: Article
Language:English
Published: Elsevier Ltd 2019
Subjects:
Commerce
commodity price
Costs
Emerging markets
exchange rate
Exchange rates
financial crisis
Financial markets
GARCH
Global financial crisis
Investments
Mean-variance approach
Oil price returns
Oil Prices
oil supply
regional economy
Regression analysis
stock market
Stock returns
VAR
vector autoregression
Vector autoregressions
World stock returns
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