Oil shocks and stock markets revisited: Measuring connectedness from a global perspective
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DOI: 10.1016/j.eneco.2017.01.009
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More about this item
Keywords
Connectedness; Granger causality; Oil shocks; Stock markets; Variance decomposition;All these keywords.
JEL classification:
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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