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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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Bibliografische gegevens
Gepubliceerd in:International Journal of Finance & Economics
Hoofdauteurs: Jawadi, Fredj, Sellami, Mohamed
Formaat: Artigo
Taal:Inglês
Gepubliceerd in: John Wiley & Sons, Ltd. 2021
Onderwerpen:
Online toegang:https://ncbi.nlm.nih.gov/pmc/articles/PMC8014668/
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1002/ijfe.2195
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