Oil shocks and stock markets revisited: Measuring connectedness from a global perspective
Abstract
null null This paper contributes to the large volume of empirical studies on the relationship between oil shocks and stock markets from a new systemic perspective. The method of measuring connectedness proposed by Diebold and Yilmaz (2009, 2012, 2014) is adopted to study the relationship between oil shocks and returns at six major stock markets around the world. It is shown that the contribution of oil shocks to the world financial system is...
Paper Details
Title
Oil shocks and stock markets revisited: Measuring connectedness from a global perspective
Published Date
Feb 1, 2017
Journal
Volume
62
Pages
323 - 333
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