Article ID Journal Published Year Pages File Type
5055447 Economic Modelling 2011 10 Pages PDF
Abstract
► This article investigates the responses of European stock markets to oil price changes. ► We use sector data and original econometric specifications. ► We show that the strength of the association between oil prices and stock markets varies greatly across sectors.
Keywords
Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
Authors
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