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- Kang, Wensheng & Ratti, Ronald A. & Yoon, Kyung Hwan, 2015. "The impact of oil price shocks on the stock market return and volatility relationship," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 34(C), pages 41-54.
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More about this item
Keywords
Stock return and volatility; oil price shocks; stock volatility; structural VAR;All these keywords.
JEL classification:
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ENE-2014-11-28 (Energy Economics)
- NEP-FMK-2014-11-28 (Financial Markets)
- NEP-MAC-2014-11-28 (Macroeconomics)
- NEP-MST-2014-11-28 (Market Microstructure)
- NEP-RMG-2014-11-28 (Risk Management)
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