A carregar...

How has the relationship between oil and the US stock market changed after the Covid-19 crisis?()

In this paper, we investigate how the relationship between oil and the US stock market has changed after the onset of Covid-19 crisis. To do so, we compute upside and downside correlations between the two markets. Our findings are as follows. First, we document the correlation asymmetry: the downsid...

ver descrição completa

Na minha lista:
Detalhes bibliográficos
Publicado no:Financ Res Lett
Main Authors: Sakurai, Yuji, Kurosaki, Tetsuo
Formato: Artigo
Idioma:Inglês
Publicado em: Elsevier Inc. 2020
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7540196/
https://ncbi.nlm.nih.gov/pubmed/33046963
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.frl.2020.101773
Tags: Adicionar Tag
Sem tags, seja o primeiro a adicionar uma tag!