Browsing Economics publications (MU) by Title "Crude Oil and Stock Markets: Stability, Instability, and Bubbles"
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Crude Oil and Stock Markets: Stability, Instability, and Bubbles
(Department of Economics, 2008)We analyze the long-run relationship between the world price of crude oil and international stock markets over 1971:1-2008:3 using a cointegrated vector error correction model with additional regressors. Allowing for ...