-
1
-
-
80051611054
-
Oil price shocks and the US stock market
-
Afshar, T.A., Arabian, G., Zomorrodian, R. (2008), "Oil price shocks and the US stock market", IABR & TLC Conference Proceedings, San Juan, PR, USA.
-
(2008)
IABR & TLC Conference Proceedings, San Juan, PR, USA
-
-
Afshar, T.A.1
Arabian, G.2
Zomorrodian, R.3
-
2
-
-
0027387298
-
Oil shocks and oil stocks: An evidence from 1970s
-
Al-Mudaf, A., Goodwin, T.H. (1993), "Oil shocks and oil stocks: an evidence from 1970s" in Applied Economics, Vol. 25, pp. 181-190.
-
(1993)
Applied Economics
, vol.25
, pp. 181-190
-
-
Al-Mudaf, A.1
Goodwin, T.H.2
-
3
-
-
77953522823
-
On the short-term influence of oil price changes on stock markets in GCC countries: Linear and nonlinear analyses
-
Arouri, M.E., Fouquau, J. (2009), "On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses" in Economics Bulletin, Vol. 29, No. 2, pp. 795-804.
-
(2009)
Economics Bulletin
, vol.29
, Issue.2
, pp. 795-804
-
-
Arouri, M.E.1
Fouquau, J.2
-
4
-
-
58649106879
-
What drives stock market development in emerging markets - institutions, remittances, or natural resources?
-
Billmeier, A., Massa, I. (2009), "What drives stock market development in emerging markets - institutions, remittances, or natural resources?" in Emerging Markets Review, Vol. 10, No. 1, pp. 23-35.
-
(2009)
Emerging Markets Review
, vol.10
, Issue.1
, pp. 23-35
-
-
Billmeier, A.1
Massa, I.2
-
5
-
-
33947122567
-
Common and fundamental factors in stock returns of Canadian oil and gas companies
-
Boyer, M.M., Filion, D. (2007), "Common and fundamental factors in stock returns of Canadian oil and gas companies" in Energy Economics, Vol. 29, No. 3, pp. 428-453.
-
(2007)
Energy Economics
, vol.29
, Issue.3
, pp. 428-453
-
-
Boyer, M.M.1
Filion, D.2
-
6
-
-
0003611263
-
-
December, Central Bank of Nigeria, Abuja, Central Bank of Nigeria
-
Central Bank of Nigeria (2008a), Annual Report and Statement of Accounts, Central Bank of Nigeria, Abuja, December.
-
(2008)
Annual Report and Statement of Accounts
-
-
-
7
-
-
84878224623
-
-
December, Central Bank of Nigeria, Abuja, Central Bank of Nigeria
-
Central Bank of Nigeria (2008b), Statistical Bulletin, Vol. 14, Central Bank of Nigeria, Abuja, December.
-
(2008)
Statistical Bulletin
, vol.14
-
-
-
8
-
-
0000496978
-
Economic forces and the stock market
-
Chen, N.-F., Roll, R., Ross, S.A. (1986), "Economic forces and the stock market" in Journal of Business, Vol. 59, pp. 383-403.
-
(1986)
Journal of Business
, vol.59
, pp. 383-403
-
-
Chen, N.-F.1
Roll, R.2
Ross, S.A.3
-
9
-
-
84878245739
-
Differential impacts of oil price shock on small vs large firms as a source of real effect on the economy
-
dissertation submitted for PhD Faculty of Graduate School University of Missouri, Columbia, August
-
Choe, K.Y. (2002), "Differential impacts of oil price shock on small vs large firms as a source of real effect on the economy", dissertation submitted for PhD Faculty of Graduate School University of Missouri, Columbia, August.
-
(2002)
-
-
Choe, K.Y.1
-
10
-
-
33745930050
-
Energy shocks and financial markets: Nonlinear linkages
-
Ciner, C. (2001), "Energy shocks and financial markets: nonlinear linkages" in Studies in Non-Linear Dynamics and Econometrics, Vol. 5, pp. 203-212.
-
(2001)
Studies in Non-Linear Dynamics and Econometrics
, vol.5
, pp. 203-212
-
-
Ciner, C.1
-
11
-
-
48949085609
-
Relationships between oil price shocks and stock market: An empirical analysis from China
-
Cong, R.-G., Wei, Y.-M., Jiao, J.-L., Fan, Y. (2008), "Relationships between oil price shocks and stock market: an empirical analysis from China" in Energy Policy, Vol. 36, pp. 3544-3553.
-
(2008)
Energy Policy
, vol.36
, pp. 3544-3553
-
-
Cong, R.-G.1
Wei, Y.-M.2
Jiao, J.-L.3
Fan, Y.4
-
12
-
-
28444452243
-
Evidence on the nature and extent of the relationship between oil prices and equity values in the UK
-
El-Sharif, I., Brown, D., Burton, B., Nixon, B., Russell, A. (2005), "Evidence on the nature and extent of the relationship between oil prices and equity values in the UK" in Energy Economics, Vol. 27, pp. 819-830.
-
(2005)
Energy Economics
, vol.27
, pp. 819-830
-
-
El-Sharif, I.1
Brown, D.2
Burton, B.3
Nixon, B.4
Russell, A.5
-
13
-
-
67649086700
-
Effects of oil price changes on the sector indices of Istanbul stock exchange
-
Eryigit, M. (2009), "Effects of oil price changes on the sector indices of Istanbul stock exchange", International Research Journal of Finance and Economics, No. 25.
-
(2009)
International Research Journal of Finance and Economics
, Issue.25
-
-
Eryigit, M.1
-
14
-
-
0002081844
-
Oil price risk and the Australian stock market
-
Faff, R.W., Brailsford, T.J. (1999), "Oil price risk and the Australian stock market" in Journal of Energy Finance and Development, Vol. 4, pp. 69-87.
-
(1999)
Journal of Energy Finance and Development
, vol.4
, pp. 69-87
-
-
Faff, R.W.1
Brailsford, T.J.2
-
15
-
-
33749009107
-
Stock returns, real activity, inflation, and money
-
Fama, E.F. (1981), "Stock returns, real activity, inflation, and money" in American Economic Review, Vol. 71, No. 4, pp. 545-564.
-
(1981)
American Economic Review
, vol.71
, Issue.4
, pp. 545-564
-
-
Fama, E.F.1
-
16
-
-
0032608558
-
Causal relations among stock returns and macroeconomic variables in a small, open economy
-
Gjerde, Ø., Saettem, F. (1999), "Causal relations among stock returns and macroeconomic variables in a small, open economy" in Journal of International Financial Markets, Vol. 9, pp. 61-74.
-
(1999)
Journal of International Financial Markets
, vol.9
, pp. 61-74
-
-
Gjerde, Ø.1
Saettem, F.2
-
17
-
-
58049125487
-
Oil and the macroeconomy since World War II
-
Hamilton, J.D. (1983), "Oil and the macroeconomy since World War II" in Journal of Political Economy, Vol. 88, pp. 829-853.
-
(1983)
Journal of Political Economy
, vol.88
, pp. 829-853
-
-
Hamilton, J.D.1
-
18
-
-
0004038376
-
What is an oil shock?
-
NBER Working Paper 7755, National Bureau of Economic Research, Cambridge, MA
-
Hamilton, J.D. (2000), "What is an oil shock?", National Bureau of Economic Research, Cambridge, MA, NBER Working Paper 7755.
-
(2000)
-
-
Hamilton, J.D.1
-
19
-
-
2442541371
-
Dynamic relationship among GCC stock markets and NYMEX oil futures
-
Hammoudeh, S., Aleisa, E. (2004), "Dynamic relationship among GCC stock markets and NYMEX oil futures" in Contemporary Economic Policy, Vol. 22, pp. 250-269.
-
(2004)
Contemporary Economic Policy
, vol.22
, pp. 250-269
-
-
Hammoudeh, S.1
Aleisa, E.2
-
20
-
-
39749111814
-
Risk-return relationships in oil-sensitive stock markets
-
Hammoudeh, S., Li, H. (2004), "Risk-return relationships in oil-sensitive stock markets" in Finance Letters, Vol. 2, No. 3, pp. 10-15.
-
(2004)
Finance Letters
, vol.2
, Issue.3
, pp. 10-15
-
-
Hammoudeh, S.1
Li, H.2
-
21
-
-
33747064808
-
Macroeconomic influences on the stock market
-
Hondroyiannis, G., Papapetrou, E. (2001), "Macroeconomic influences on the stock market" in Journal of Economics and Finance, Vol. 25, No. 1, pp. 33-49.
-
(2001)
Journal of Economics and Finance
, vol.25
, Issue.1
, pp. 33-49
-
-
Hondroyiannis, G.1
Papapetrou, E.2
-
22
-
-
0030557543
-
Energy shocks and financial markets
-
Hung, R.D., Masulis, R.W., Stoll, H.R. (1996), "Energy shocks and financial markets" in Journal of Futures Markets, Vol. 16, pp. 1-27.
-
(1996)
Journal of Futures Markets
, vol.16
, pp. 1-27
-
-
Hung, R.D.1
Masulis, R.W.2
Stoll, H.R.3
-
23
-
-
0242361113
-
Macroeconomic variables and the Malaysian equity market: A view through rolling subsamples
-
Ibrahim, M.H., Aziz, H. (2003), "Macroeconomic variables and the Malaysian equity market: a view through rolling subsamples" in Journal of Economic Studies, Vol. 30, No. 1, pp. 6-27.
-
(2003)
Journal of Economic Studies
, vol.30
, Issue.1
, pp. 6-27
-
-
Ibrahim, M.H.1
Aziz, H.2
-
24
-
-
58449093985
-
Oil prices and competitiveness: Time series evidence from six oil-producing countries
-
Jahan-Parvar, M.R., Mohammadi, H. (2009), "Oil prices and competitiveness: time series evidence from six oil-producing countries" in Journal of Economic Studies, Vol. 36, No. 1, pp. 98-118.
-
(2009)
Journal of Economic Studies
, vol.36
, Issue.1
, pp. 98-118
-
-
Jahan-Parvar, M.R.1
Mohammadi, H.2
-
26
-
-
0039607955
-
Oil and the stock markets
-
Jones, C., Kaul, G. (1996), "Oil and the stock markets" in Journal of Finance, Vol. 51, pp. 463-491.
-
(1996)
Journal of Finance
, vol.51
, pp. 463-491
-
-
Jones, C.1
Kaul, G.2
-
27
-
-
0008929771
-
The macroeconomic impacts of oil price shocks: A review of literature and issues
-
Oak Ridge National Laboratory, September
-
Jones, D.W., Leiby, P.N. (1996), "The macroeconomic impacts of oil price shocks: a review of literature and issues", Oak Ridge National Laboratory, September.
-
(1996)
-
-
Jones, D.W.1
Leiby, P.N.2
-
28
-
-
70350593172
-
The impact of oil price shocks on the US stock market
-
paper provided by CEPR Discussion Papers in its Series CEPR Discussion Papers with Number 6166
-
Kilian, L., Park, C. (2007), "The impact of oil price shocks on the US stock market", paper provided by CEPR Discussion Papers in its Series CEPR Discussion Papers with Number 6166.
-
(2007)
-
-
Kilian, L.1
Park, C.2
-
29
-
-
70350481006
-
Oil price shocks and stock market behavior
-
Kling, J. (1985), "Oil price shocks and stock market behavior" in Journal of Portfolio Management, Vol. 12, No. 1, pp. 34-39.
-
(1985)
Journal of Portfolio Management
, vol.12
, Issue.1
, pp. 34-39
-
-
Kling, J.1
-
30
-
-
0001353625
-
Impulse response analysis in nonlinear multivariate models
-
Koop, G., Pesaran, M.H., Potter, S.M. (1996), "Impulse response analysis in nonlinear multivariate models" in Journal of Econometrics, Vol. 74, pp. 119-147.
-
(1996)
Journal of Econometrics
, vol.74
, pp. 119-147
-
-
Koop, G.1
Pesaran, M.H.2
Potter, S.M.3
-
33
-
-
0000712639
-
Oil and the macroeconomy when prices go up and down: An extension of Hamilton's results
-
Mork, K.A. (1989), "Oil and the macroeconomy when prices go up and down: an extension of Hamilton's results" in Journal of Political Economy, Vol. 91, pp. 740-744.
-
(1989)
Journal of Political Economy
, vol.91
, pp. 740-744
-
-
Mork, K.A.1
-
34
-
-
39749125592
-
Does oil move equity prices? A global view
-
Nandha, M., Faff, R. (2008), "Does oil move equity prices? A global view" in Energy Economics, No. 30, pp. 986-997.
-
(2008)
Energy Economics
, Issue.30
, pp. 986-997
-
-
Nandha, M.1
Faff, R.2
-
35
-
-
33750153761
-
Is oil supply chocked by financial market pressures?
-
Osmundsen, P., Mohn, K., Misund, B., Asche, F. (2007), "Is oil supply chocked by financial market pressures?" in Energy Policy, Vol. 35, No. 1, pp. 467-478.
-
(2007)
Energy Policy
, vol.35
, Issue.1
, pp. 467-478
-
-
Osmundsen, P.1
Mohn, K.2
Misund, B.3
Asche, F.4
-
36
-
-
0035450104
-
Oil price shocks, stock market, economic activity and employment in Greece
-
Papapetrou, E. (2001), "Oil price shocks, stock market, economic activity and employment in Greece" in Energy Economics, Vol. 23, No. 5, pp. 511-532.
-
(2001)
Energy Economics
, vol.23
, Issue.5
, pp. 511-532
-
-
Papapetrou, E.1
-
37
-
-
48049111180
-
Oil price shocks and stock markets in the US and 13 European countries
-
Park, J., Ratti, R. (2008), "Oil price shocks and stock markets in the US and 13 European countries" in Energy Economic, Vol. 30, No. 5, pp. 2587-2608.
-
(2008)
Energy Economic
, vol.30
, Issue.5
, pp. 2587-2608
-
-
Park, J.1
Ratti, R.2
-
38
-
-
0031525188
-
Asymptotic inference on the moving average impact matrix in cointegrated I(1) systems
-
Paruolo, P. (1997), "Asymptotic inference on the moving average impact matrix in cointegrated I(1) systems" in Econometric Theory, Vol. 13, pp. 79-118.
-
(1997)
Econometric Theory
, vol.13
, pp. 79-118
-
-
Paruolo, P.1
-
39
-
-
0032219575
-
Generalized impulse response analysis in linear multivariate models
-
Pesaran, M.H., Shin, Y. (1998), "Generalized impulse response analysis in linear multivariate models" in Economics Letters, Vol. 58, pp. 17-29.
-
(1998)
Economics Letters
, vol.58
, pp. 17-29
-
-
Pesaran, M.H.1
Shin, Y.2
-
40
-
-
0032702341
-
Oil price shocks and stock market activity
-
Sadorsky, P. (1999), "Oil price shocks and stock market activity" in Energy Economics, Vol. 21, pp. 449-469.
-
(1999)
Energy Economics
, vol.21
, pp. 449-469
-
-
Sadorsky, P.1
-
41
-
-
0035076490
-
Risk factors in stock returns of Canadian oil and gas companies
-
Sadorsky, P. (2001), "Risk factors in stock returns of Canadian oil and gas companies" in Energy Economics, Vol. 23, pp. 17-28.
-
(2001)
Energy Economics
, vol.23
, pp. 17-28
-
-
Sadorsky, P.1
-
42
-
-
51349159552
-
Assessing the impact of oil prices on firms of different sizes: Its tough being in the middle
-
Sadorsky, P. (2008), "Assessing the impact of oil prices on firms of different sizes: its tough being in the middle" in Energy Policy, Vol. 36, No. 10, pp. 3854-3861.
-
(2008)
Energy Policy
, vol.36
, Issue.10
, pp. 3854-3861
-
-
Sadorsky, P.1
-
43
-
-
78149409650
-
Inflation, stock returns, and real activity: Evidence from a high inflation country
-
Sari, R., Soytas, U. (2006), "Inflation, stock returns, and real activity: evidence from a high inflation country" in The Empirical Economics Letters, Vol. 4, pp. 181-192.
-
(2006)
The Empirical Economics Letters
, vol.4
, pp. 181-192
-
-
Sari, R.1
Soytas, U.2
-
44
-
-
52949137897
-
Dynamic linkages between Thai and international stock markets
-
Valadkhani, A., Chancharat, S. (2008), "Dynamic linkages between Thai and international stock markets" in Journal of Economic Studies, Vol. 35, No. 5, pp. 425-441.
-
(2008)
Journal of Economic Studies
, vol.35
, Issue.5
, pp. 425-441
-
-
Valadkhani, A.1
Chancharat, S.2
-
45
-
-
84878240528
-
-
Generalized Impulse Responses. 2004-2008 Anders Warn
-
Warne, A. (2008), Generalized Impulse Responses. 2004-2008 Anders Warn.
-
(2008)
-
-
Warne, A.1
-
47
-
-
77954011616
-
Oil prices and stock market returns in oil importing countries: The case of Turkey, Tunisia and Jordan
-
Al-Fayoumi, N.A. (2009), "Oil prices and stock market returns in oil importing countries: the case of Turkey, Tunisia and Jordan", European Journal of Economics, Finance and Administrative Sciences, No. 16.
-
(2009)
European Journal of Economics, Finance and Administrative Sciences
, Issue.16
-
-
Al-Fayoumi, N.A.1
-
48
-
-
3042716191
-
Oil and the macroeconomy since the 1970s
-
Barsky, R.B., Kilian, L. (2004), "Oil and the macroeconomy since the 1970s" in Journal of Economic Perspectives, Vol. 18, pp. 115-134.
-
(2004)
Journal of Economic Perspectives
, vol.18
, pp. 115-134
-
-
Barsky, R.B.1
Kilian, L.2
-
49
-
-
77749233632
-
Oil price shocks and stock market booms in an oil exporting country
-
paper provided by Norges Bank in its Series Working Paper with Number 2008/16
-
Bjørnland, H. (2008), "Oil price shocks and stock market booms in an oil exporting country", paper provided by Norges Bank in its Series Working Paper with Number 2008/16.
-
(2008)
-
-
Bjørnland, H.1
-
50
-
-
85036258669
-
Distribution of the estimators for autoregressive time series with a unit root
-
Dickey, D.A., Fuller, W.A. (1979), "Distribution of the estimators for autoregressive time series with a unit root" in Journal of the American Statistical Association, Vol. 74, pp. 427-431.
-
(1979)
Journal of the American Statistical Association
, vol.74
, pp. 427-431
-
-
Dickey, D.A.1
Fuller, W.A.2
-
51
-
-
39749184696
-
Oil prices and stock prices of alternative energy companies
-
Henriques, I., Sadorsky, P. (2008), "Oil prices and stock prices of alternative energy companies" in Energy Economics, Vol. 10, No. 3, pp. 998-1010.
-
(2008)
Energy Economics
, vol.10
, Issue.3
, pp. 998-1010
-
-
Henriques, I.1
Sadorsky, P.2
-
52
-
-
84878261447
-
Oil price shock and Malaysian sectoral stock market return
-
unpublished masters in Business Administration thesis, Faculty Business and Accountancy, University of Malaya, Malaysia
-
Noordin (2009), "Oil price shock and Malaysian sectoral stock market return", unpublished masters in Business Administration thesis, Faculty Business and Accountancy, University of Malaya, Malaysia.
-
(2009)
-
-
Noordin1
-
53
-
-
84878243275
-
Capital market performance in Nigeria's new Democratic era
-
Sofiri, J.-P., Ukoha, U. (Eds.), Centre for Advanced Social Science (CASS), Port Harcourt
-
Nwokoma, N.I. (2007), "Capital market performance in Nigeria's new Democratic era" Sofiri, J.-P. and Ukoha, U. (Eds.), The Travails and Challenges of Democracy in Nigeria, 1999-2003 and Beyond, Centre for Advanced Social Science (CASS), Port Harcourt.
-
(2007)
The Travails and Challenges of Democracy in Nigeria, 1999-2003 and Beyond
-
-
Nwokoma, N.I.1
-
54
-
-
84878226777
-
-
September 28-30, held at NICON Hotels Abuja, Nigeria, paper prepared for presentation at the Special Session on the TATOO Debate at the 50th Annual Conference of The Nigerian Economic Society (NES)
-
Nwokoma, N.I. (2009), "The development of the Nigerian capital market and the implications for monetary policy, 1973-2008", paper prepared for presentation at the Special Session on the TATOO Debate at the 50th Annual Conference of The Nigerian Economic Society (NES), September 28-30, held at NICON Hotels Abuja, Nigeria.
-
(2009)
The development of the Nigerian capital market and the implications for monetary policy, 1973-2008
-
-
Nwokoma, N.I.1
-
55
-
-
77956888124
-
Testing for a unit root in time series regressions
-
Phillips, P.C.B., Perron, P. (1988), "Testing for a unit root in time series regressions" in Biometrika, Vol. 75, pp. 335-346.
-
(1988)
Biometrika
, vol.75
, pp. 335-346
-
-
Phillips, P.C.B.1
Perron, P.2
-
56
-
-
85054468114
-
The impact of oil price shocks on the South African macroeconomy: History and prospects
-
paper presented at Accelerated and Shared Growth in South Africa: Determinants, Constraints and Opportunities, The Birchwood Hotel and Conference Centre, Johannesburg, South Africa, 18-20 October
-
Wakeford, J. (2006), "The impact of oil price shocks on the South African macroeconomy: history and prospects", paper presented at Accelerated and Shared Growth in South Africa: Determinants, Constraints and Opportunities, The Birchwood Hotel and Conference Centre, Johannesburg, South Africa, 18-20 October.
-
(2006)
-
-
Wakeford, J.1
|