Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
5055447 | Economic Modelling | 2011 | 10 Pages |
Abstract
⺠This article investigates the responses of European stock markets to oil price changes. ⺠We use sector data and original econometric specifications. ⺠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
Mohamed El Hedi Arouri,