Interplay between oil prices, country risks, and stock returns in the context of global conflict: A PVAR approach
(2024)
Journal Article
Dong, Q., Du, Q., & Min Du, A. (2024). Interplay between oil prices, country risks, and stock returns in the context of global conflict: A PVAR approach. Research in International Business and Finance, 72(Part B), 102545. https://doi.org/10.1016/j.ribaf.2024.102545
Employing the panel vector autoregressive (PVAR) modeling, we analyze the interplay among oil prices, country risks, and stock returns across twenty-nine economies from February 2005 to August 2020. We find that, in the short run, rising oil prices t... Read More about Interplay between oil prices, country risks, and stock returns in the context of global conflict: A PVAR approach.