| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 963399 | Journal of International Financial Markets, Institutions and Money | 2013 | 11 Pages |
Abstract
⺠This paper examines the relation between oil and stock returns. ⺠Frequency domain methods are used to decompose oil price movements. ⺠Time variation in oil-stock return linkage is detected. ⺠Higher (lower) frequency oil shocks have a negative (positive) impact on returns. ⺠Prolonged periods of positive correlation between oil and stock returns can be observed.
Keywords
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Cetin Ciner,