The dynamic influence of advanced stock market risk on international crude oil returns: an empirical analysis
- 22 March 2011
- journal article
- Published by Taylor & Francis Ltd in Quantitative Finance
- Vol. 11 (7), 967-978
- https://doi.org/10.1080/14697688.2010.538712
Abstract
No abstract availableKeywords
This publication has 47 references indexed in Scilit:
- Do structural oil-market shocks affect stock prices?Energy Economics, 2009
- Common and fundamental factors in stock returns of Canadian oil and gas companiesEnergy Economics, 2007
- Macroeconomic factors and the empirical content of the Arbitrage Pricing Theory in the Japanese stock marketJapan and the World Economy, 2006
- Oil price risk and emerging stock marketsGlobal Finance Journal, 2006
- UK unit trust performance 1980–1989: A passive time-varying approachJournal of Banking & Finance, 1992
- Economic Forces and the Stock MarketThe Journal of Business, 1986
- A Simple Model of Non-Stationarity of Systematic RiskThe Journal of Finance, 1977
- Betas and Their Regression TendenciesThe Journal of Finance, 1975
- Capital Market Equilibrium with Restricted BorrowingThe Journal of Business, 1972
- ON THE ASSESSMENT OF RISKThe Journal of Finance, 1971