Testing for Linear and Nonlinear Causality between Crude Oil Price Changes and Stock Market Returns
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Trust Kganyago & Victor Gumbo, 2015. "An Empirical Study of the Relationship between Money Market Interest Rates and Stock Market Performance: Evidence from Zimbabwe (2009-2013)," International Journal of Economics and Financial Issues, Econjournals, vol. 5(3), pages 638-646.
- repec:eee:reveco:v:49:y:2017:i:c:p:453-483 is not listed on IDEAS
- Bildirici, Melike E. & Turkmen, Ceren, 2015. "Nonlinear causality between oil and precious metals," Resources Policy, Elsevier, vol. 46(P2), pages 202-211.
- Raza, Naveed & Jawad Hussain Shahzad, Syed & Tiwari, Aviral Kumar & Shahbaz, Muhammad, 2016. "Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets," Resources Policy, Elsevier, vol. 49(C), pages 290-301.
- repec:agr:journl:v:4(613):y:2017:i:4(613):p:97-108 is not listed on IDEAS
More about this item
KeywordsCrude oil prices; nonlinear causality; stock market returns; BDS; structural breaks;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
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