Changes in oil price and economic policy uncertainty and the G7 stock returns: evidence from asymmetric quantile regression analysis
暂无分享,去创建一个
[1] Hao Wu,et al. Time-frequency effect of investor sentiment, economic policy uncertainty, and crude oil on international stock markets: evidence from wavelet quantile analysis , 2022, Applied Economics.
[2] S. Managi,et al. Oil price, US stock market and the US business conditions in the era of COVID-19 pandemic outbreak , 2021, Economic Analysis and Policy.
[3] Jaebeom Kim,et al. Oil price shocks and the US stock market: A nonlinear approach , 2021 .
[4] Uğur Akkoç,et al. Non-linear ARDL approach to the oil-stock nexus: Detailed sectoral analysis of the Turkish stock market , 2021, Resources Policy.
[5] Fenghua Wen,et al. Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach , 2021, International Review of Economics & Finance.
[6] Sajjadur Rahman. The asymmetric effects of oil price shocks on the U.S. stock market , 2021, Energy Economics.
[7] Sourav Batabyal,et al. Economic policy uncertainty and stock market returns: Evidence from Canada , 2021 .
[8] Shirong Zhou,et al. Fluctuation in the Global Oil Market, Stock Market Volatility, and Economic Policy Uncertainty: A Study of the US and China , 2021, The Quarterly Review of Economics and Finance.
[9] B. Chang,et al. Asymmetric effect of oil prices on stock market prices: New evidence from oil-exporting and oil-importing countries , 2021 .
[10] Wei-Qiang Huang,et al. Asymmetric effects of economic policy uncertainty on stock returns under different market conditions: evidence from G7 stock markets , 2021, Applied Economics Letters.
[11] T. Chiang,et al. Empirical investigation of changes in policy uncertainty on stock returns—Evidence from China’s market , 2020 .
[12] L. Smales. Examining the relationship between policy uncertainty and market uncertainty across the G7 , 2020 .
[13] Debojyoti Das,et al. The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach , 2020 .
[14] Dohyoung Kwon. The impacts of oil price shocks and United States economic uncertainty on global stock markets , 2020 .
[15] T. Chiang. Economic policy uncertainty and stock returns—evidence from the Japanese market , 2020 .
[16] Wensheng Kang. The asymmetric responses of aggregate earnings and stock returns to oil shocks and policy uncertainty , 2019, Asia-Pacific Journal of Accounting & Economics.
[17] T. Chiang. Economic policy uncertainty, risk and stock returns: Evidence from G7 stock markets , 2019, Finance Research Letters.
[18] Alp Simsek,et al. Stock Market Wealth and the Real Economy: A Local Labor Market Approach , 2019, American Economic Review.
[19] M. Bahmani‐Oskooee,et al. On the effects of policy uncertainty on stock prices , 2019, Journal of Economics and Finance.
[20] Salah A. Nusair,et al. The effects of oil price shocks on Asian exchange rates: Evidence from quantile regression analysis , 2019, Energy Economics.
[21] J. Westerlund,et al. Panel evidence on the ability of oil returns to predict stock returns in the G7 area , 2019, Energy Economics.
[22] Salah A. Nusair,et al. Oil price shocks and stock market returns of the GCC countries: empirical evidence from quantile regression analysis , 2018 .
[23] S. Sharma,et al. Can economic policy uncertainty predict stock returns? Global evidence , 2018, Journal of International Financial Markets, Institutions and Money.
[24] Surya Bhushan Kumar,et al. International economic policy uncertainty and stock prices revisited: Multiple and Partial wavelet approach , 2018 .
[25] Huiming Zhu,et al. Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC: A quantile regression approach , 2017, Finance Research Letters.
[26] Yong Tang,et al. Oil price shocks, economic policy uncertainty and industry stock returns in China: Asymmetric effects with quantile regression , 2017 .
[27] Ikuo Saito,et al. Policy Uncertainty in Japan , 2017, SSRN Electronic Journal.
[28] E. Roca,et al. The effect of oil prices on stock prices: fresh evidence from asymmetric causality tests , 2017 .
[29] Fernando Perez de Gracia,et al. Oil price shocks, policy uncertainty, and stock returns of oil and gas corporations , 2017 .
[30] F. P. Gracia,et al. Oil price shocks and stock returns of oil and gas corporations , 2017 .
[31] Christophe Rault,et al. Economic policy uncertainty and stock markets: Long-run evidence from the US , 2016 .
[32] Nader Naifar. Do global risk factors and macroeconomic conditions affect global Islamic index dynamics? A quantile regression approach , 2016 .
[33] Huiming Zhu,et al. The heterogeneity dependence between crude oil price changes and industry stock market returns in China: Evidence from a quantile regression approach , 2016 .
[34] Fernando Perez de Gracia,et al. Oil price volatility and stock returns in the G7 economies , 2016 .
[35] J. Reboredo,et al. Quantile dependence of oil price movements and stock returns , 2016 .
[36] M. Manera,et al. The Impacts of Oil Price Shocks on Stock Market Volatility: Evidence from the G7 Countries , 2015 .
[37] Thai-Ha Le,et al. Effects of oil price shocks on the stock market performance: Do nature of shocks and economies matter? , 2015 .
[38] Nicholas Sim,et al. Oil prices, US stock return, and the dependence between their quantiles , 2015 .
[39] Duc Khuong Nguyen,et al. Are Stock Prices Related to Political Uncertainty Index in OECD Countries? Evidence from Bootstrap Panel Causality Test , 2014 .
[40] J. Zhou. The Good, the Bad, and the Ambiguous: The Aggregate Stock Market Dynamics around Macroeconomic News , 2015 .
[41] Duc Khuong Nguyen,et al. Do global factors impact BRICS stock markets? A quantile regression approach , 2014 .
[42] C. Katrakilidis,et al. The relationship between oil prices and stock prices: a nonlinear asymmetric cointegration approach , 2014 .
[43] J. Cuñado,et al. Oil price shocks and stock market returns: Evidence for some European countries , 2014 .
[44] N. Bloom. Fluctuations in Uncertainty , 2013 .
[45] Li Yang,et al. Oil price shocks and stock market activities: Evidence from oil-importing and oil-exporting countries , 2013 .
[46] Wensheng Kang,et al. Oil shocks, policy uncertainty and stock market return , 2013 .
[47] S. Davis,et al. Measuring Economic Policy Uncertainty , 2013 .
[48] C. Aloui,et al. Assessing the impacts of oil price fluctuations on stock returns in emerging markets , 2012 .
[49] Chin W. Yang,et al. Oil price movements and stock markets revisited: A case of sector stock price indexes in the G-7 countries ☆ , 2012 .
[50] Perry Sadorsky,et al. Oil Prices, Exchange Rates and Emerging Stock Markets , 2011 .
[51] Ľuboš Pástor,et al. Uncertainty about Government Policy and Stock Prices , 2010 .
[52] Markku Lanne,et al. Asymmetric News Effects on Exchange Rate Volatility: Good vs. Bad News in Good vs. Bad Times , 2009 .
[53] James D. Hamilton. Causes and Consequences of the Oil Shock of 2007–08 , 2009 .
[54] H. Bjørnland. Oil Price Shocks and Stock Market Booms in an Oil Exporting Country , 2008 .
[55] Perry Sadorsky,et al. Oil prices and the stock prices of alternative energy companies , 2008 .
[56] L. Kilian,et al. The Impact of Oil Price Shocks on the U.S. Stock Market , 2007 .
[57] L. Kilian. Not All Oil Price Shocks are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market , 2006 .
[58] S. Soroka. Good News and Bad News: Asymmetric Responses to Economic Information , 2006, The Journal of Politics.
[59] Matteo Manera,et al. Oil Prices, Inflation and Interest Rates in a Structural Cointegrated VAR Model for the G-7 Countries , 2005 .
[60] James D. Hamilton. What is an Oil Shock? , 2000 .
[61] Perry Sadorsky. Oil price shocks and stock market activity , 1999 .
[62] James D. Hamilton. This is what happened to the oil price-macroeconomy relationship , 1996 .
[63] Kiseok Lee,et al. Oil Shocks and the Macroeconomy: The Role of Price Variability* , 1995 .
[64] E. Fama. Stock Returns, Expected Returns, and Real Activity , 1990 .
[65] E. Fama,et al. BUSINESS CONDITIONS AND EXPECTED RETURNS ON STOCKS AND BONDS , 1989 .
[66] Knut Anton Mork,et al. Oil and the Macroeconomy When Prices Go Up and Down: An Extension of Hamilton's Results , 1989, Journal of Political Economy.
[67] Salah A. Nusair,et al. Impact of economic policy uncertainty on the stock markets of the G7 Countries:A nonlinear ARDL approach , 2022, The Journal of Economic Asymmetries.
[68] P. Herbst,et al. Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations , 2022, Resources Policy.
[69] S. Amin,et al. The nexus between oil price and stock market: Evidence from South Asia , 2021 .
[70] Young C. Joo,et al. Oil prices and stock markets: Does the effect of uncertainty change over time? , 2017 .
[71] Seema Narayan,et al. Modelling the impact of oil prices on Vietnam’s stock prices , 2010 .
[72] Markku Lanne,et al. Asymmetric News Effects on Volatility: Good vs. Bad News in Good vs. Bad Times , 2008 .
[73] R. Koenker,et al. Regression Quantiles , 2007 .
[74] Perry Sadorsky. Risk factors in stock returns of Canadian oil and gas companies , 2001 .