Correlation among oil price, stock returns and country risks: an empirical analysis based on 31 countries
(2021)
Presentation / Conference Contribution
Yang, T., Dong, Q., Du, M., & Du, Q. (2021). Correlation among oil price, stock returns and country risks: an empirical analysis based on 31 countries. In International Congress of Energy, Economy and Security: Proceedings Book (2-23)
Existing studies have purely paid attention to the relationship between oil price and stock returns or the relationship between oil price and country risks; however, simultaneous correlations among the three are highly neglected. Using monthly panel... Read More about Correlation among oil price, stock returns and country risks: an empirical analysis based on 31 countries.