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Interactions between oil and financial markets — Do conditions of financial stress matter?
16 references·2 citing·47 second hop
Interactions between oil and financial markets — Do conditions of financial stress matter? (2015)Interactions between oil and financial ma…Speculators, commodities and cross-market linkages (2013)Speculators, commodities and …Oil prices, exchange rates and emerging stock markets (2011)Oil prices, exchange rates an…Dating the timeline of financial bubbles during the subprime crisis (2011)Dating the timeline of financ…Oil Price Uncertainty (2010)Oil Price UncertaintyTHE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…Dynamics of oil price, precious metal prices, and exchange rate (2009)Dynamics of oil price, precio…Do structural oil-market shocks affect stock prices? (2009)Do structural oil-market shoc…Crude oil and stock markets: Stability, instability, and bubbles (2009)Crude oil and stock markets: …Commodity prices, interest rates and the dollar (2009)Commodity prices, interest ra…Oil prices and real exchange rates (2006)Oil prices and real exchange …Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative (2001)Do We Really Know That Oil Ca…Systematic Monetary Policy and the Effects of Oil Price Shocks (1997)Systematic Monetary Policy an…The Financial Accelerator and the Flight to Quality (1996)The Financial Accelerator and…Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis (1996)Inference When a Nuisance Par…Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Oil Prices and Exchange Rates (1983)Oil Prices and Exchange RatesThe nonlinear effect of oil price shocks on financial stress: Evidence from China (2020)The nonlinear effect of oil p…Movements in international bond markets: The role of oil prices (2020)Movements in international bo…Corporate financing and investment decisions when firms have information that investors do not have (1984)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Finance and Growth: Schumpeter Might Be Right (1993)Small Business Credit Availability and Relationship Lending: The Importance of Bank Organisational Structure (2002)Information Asymmetry and Financing Arrangements: Evidence from Syndicated Loans (2007)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? 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(2000)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries (2011)THE ROLE OF INVENTORIES AND SPECULATIVE TRADING IN THE GLOBAL MARKET FOR CRUDE OIL (2013)Oil prices, US stock return, and the dependence between their quantiles (2015)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)NONLINEARITIES AND THE MACROECONOMIC EFFECTS OF OIL PRICES (2011)Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries (2013)Oil shocks, policy uncertainty and stock market return (2013)Econometric policy evaluation: A critique (1976)Macroeconomics and Reality (1980)The federal funds rate and the channels of monetary transmission (1989)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)Testing for unit roots in heterogeneous panels (2003)Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management (2011)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Oil price shocks and stock market returns: Evidence for some European countries (2013)Statistical inference in vector autoregressions with possibly integrated processes (1995)Efficient Tests for an Autoregressive Unit Root (1996)Oil price shocks and stock market returns: New evidence from the United States and China (2014)Revisiting the oil price and stock market nexus: A nonlinear Panel ARDL approach (2017)Dynamic Conditional Correlation (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Investor Flows and the 2008 Boom/Bust in Oil Prices (2013)The Role of Speculation in Oil Markets: What Have We Learned So Far? (2013)A Model of Financialization of Commodities (2016)Threshold effects in non-dynamic panels: Estimation, testing, and inference (1999)Sample Splitting and Threshold Estimation (2000)Introductory Econometrics for Finance (2008)
this work references cited by second hop

References

  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 1996The Financial Accelerator and the Flight to Quality2,351 cited
  • 1996Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis2,282 cited
  • 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,837 cited
  • 1997Systematic Monetary Policy and the Effects of Oil Price Shocks1,594 cited
  • 2011Oil prices, exchange rates and emerging stock markets729 cited
  • 2009Do structural oil-market shocks affect stock prices?715 cited
  • 2009Crude oil and stock markets: Stability, instability, and bubbles658 cited
  • 2010Oil Price Uncertainty655 cited
  • 2013Speculators, commodities and cross-market linkages617 cited
  • 2011Dating the timeline of financial bubbles during the subprime crisis586 cited
  • 2006Oil prices and real exchange rates584 cited
  • 2001Do We Really Know That Oil Caused the Great Stagflation? A Monetary Alternative551 cited
  • 2009Commodity prices, interest rates and the dollar544 cited
  • 2009Dynamics of oil price, precious metal prices, and exchange rate504 cited
  • 1983

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Oil Prices and Exchange Rates
468 cited

Cited by

  • 2020The nonlinear effect of oil price shocks on financial stress: Evidence from China62 cited
  • 2020Movements in international bond markets: The role of oil prices62 cited