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Oil market shocks and financial instability in Asian countries
16 references·1 citing·41 second hop
Oil market shocks and financial instability in Asian countries (2022)Oil market shocks and financial instabili…Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries (2013)Oil price shocks and stock ma…WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS (2012)WHY AGNOSTIC SIGN RESTRICTION…The flexible Fourier form and Dickey–Fuller type unit root tests (2012)The flexible Fourier form and…Oil prices, exchange rates and emerging stock markets (2011)Oil prices, exchange rates an…A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks* (2011)A Unit Root Test Using a Four…Financial stress and economic contractions (2010)Financial stress and economic…THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET* (2009)THE IMPACT OF OIL PRICE SHOCK…Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Not All Oil Price Shocks Are …Do structural oil-market shocks affect stock prices? (2009)Do structural oil-market shoc…Dealing with Structural Breaks (2005)Dealing with Structural BreaksExplaining Cointegration Analysis: Part II (2001)Explaining Cointegration Anal…Error Bands for Impulse Responses (1999)Error Bands for Impulse Respo…Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Oil and the Macroeconomy since World War II (1983)Oil and the Macroeconomy sinc…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…The impacts of renewable energy and institutional quality in environmental sustainability in the context of the sustainable development goals: A novel approach with the inverted load capacity factor (2023)The impacts of renewable ener…Testing for a Unit Root in Time Series Regression (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Further evidence on breaking trend functions in macroeconomic variables (1997)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Public-private partnerships investment in energy as new determinant of CO2 emissions: The role of technological innovations in China (2020)Stock Returns, Real Activity, Inflation, and Money (1981)What is an Oil Shock? 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(1986)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Inference in Linear Time Series Models with some Unit Roots (1990)The Economic Costs of Conflict: A Case Study of the Basque Country (2003)Effects of Word-of-Mouth versus Traditional Marketing: Findings from an Internet Social Networking Site (2009)Risk, uncertainty and monetary policy (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)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market4,637 cited
  • 1983Oil and the Macroeconomy since World War II3,823 cited
  • 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
  • 2009THE IMPACT OF OIL PRICE SHOCKS ON THE U.S. STOCK MARKET*1,837 cited
  • 1999Error Bands for Impulse Responses930 cited
  • 2012The flexible Fourier form and Dickey–Fuller type unit root tests764 cited
  • 2011A Unit Root Test Using a Fourier Series to Approximate Smooth Breaks*747 cited
  • 2011Oil prices, exchange rates and emerging stock markets729 cited
  • 2009Do structural oil-market shocks affect stock prices?715 cited
  • 2005Dealing with Structural Breaks701 cited
  • 2013Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries573 cited
  • 2001Explaining Cointegration Analysis: Part II552 cited
  • 2012WHY AGNOSTIC SIGN RESTRICTIONS ARE NOT ENOUGH: UNDERSTANDING THE DYNAMICS OF OIL MARKET VAR MODELS

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543 cited
  • 2010Financial stress and economic contractions429 cited
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    • 2023The impacts of renewable energy and institutional quality in environmental sustainability in the context of the sustainable development goals: A novel approach with the inverted load capacity factor63 cited