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On the effect of oil price in the context of Covid‐19
This article studies the impact of oil price change on the stock market, the exchange rate and the real estate market in the US over the last decade. To this end, we model the dynamics of the returns for these markets and test the effect of oil market volatility on their dynamics. Through different...
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| Publicado no: | International Journal of Finance & Economics |
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| Main Authors: | , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
John Wiley & Sons, Ltd.
2021
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC8014668/ https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1002/ijfe.2195 |
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