financial crisis stock market financial market 2 Adaptive elastic net 1 Central bank communication 1 Central bank information effects 1 Commerce 1 Costs 1 Emerging markets 1 Exchange rates 1 Financial markets 1 GARCH 1 Global financial crisis 1 High dimensional data 1 Investments 1 Mean-variance approach 1 Monetary policy shocks 1 Oil Prices 1 Oil price returns 1 Penalized linear regression 1 Regression analysis 1 Risk premia 1 Robust 1 Stock market price 1 Stock returns 1 Stock-bond comovement 1 VAR 1 Vector autoregressions 1 World stock returns 1 Yield curve 1