articleTop 1% cited
Oil prices, US stock return, and the dependence between their quantiles
Journal of Banking & Finance · 2015 · Vol. 55 · pp. 1–8
Nicholas Sim✉(University of Adelaide)Hongtao Zhou(Shandong University)
Market Dynamics and VolatilityMonetary Policy and Economic ImpactEnergy, Environment, and Transportation PoliciesQuantileEconomicsOil priceEconometricsStock (firearms)Shock (circulatory)Stock marketFinancial economicsStock priceMonetary economics
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References
Oil and the Macroeconomy since World War II
Journal of Political Economy · 1983 · 3,735 citations
Oil price shocks and stock market activity
Energy Economics · 1999 · 1,776 citations
Root-N-Consistent Semiparametric Regression
Econometrica · 1988 · 2,460 citations
Extreme Correlation of International Equity Markets
The Journal of Finance · 2001 · 2,560 citations
Oil and the Macroeconomy Since the 1970s
The Journal of Economic Perspectives · 2004 · 1,125 citations
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