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U.S. stock prices and macroeconomic fundamentals: Fresh evidence using the quantile ARDL approach. (2021). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Ferrer, Roman ; Hurley, Dene.
In: International Journal of Finance & Economics.
RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3569-3587.

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  39. Return and volatility interaction between oil prices and stock markets in Saudi Arabia. (2013). JOUINI, Jamel.
    In: Journal of Policy Modeling.
    RePEc:eee:jpolmo:v:35:y:2013:i:6:p:1124-1144.

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  40. Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach. (2013). Soucek, Michael ; Todorova, Neda ; Souek, Michael .
    In: Energy Economics.
    RePEc:eee:eneeco:v:40:y:2013:i:c:p:586-597.

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  41. A time-varying copula approach to oil and stock market dependence: The case of transition economies. (2013). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Aloui, Riadh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:39:y:2013:i:c:p:208-221.

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  42. Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate. (2013). Salisu, Afees ; Mobolaji, Hakeem .
    In: Energy Economics.
    RePEc:eee:eneeco:v:39:y:2013:i:c:p:169-176.

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  43. Does crude oil price play an important role in explaining stock return behavior?. (2013). Yu, Shih-Ti ; Chang, Kuang-Liang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:39:y:2013:i:c:p:159-168.

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  44. The relationship between Asian equity and commodity futures markets. (2013). Thuraisamy, Kannan ; Sharma, Susan ; Ali Ahmed, Huson ; Ali Ahmed, Huson Joher, .
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:28:y:2013:i:c:p:67-75.

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  45. Oil price shocks and stock market volatility: evidence from European data. (2013). Filis, George ; Degiannakis, Stavros ; Kizys, Renatas.
    In: Working Papers.
    RePEc:bog:wpaper:161.

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  46. Measuring Persistence in Volatility Spillovers. (2013). Weber, Enzo ; Conrad, Christian.
    In: University of Regensburg Working Papers in Business, Economics and Management Information Systems.
    RePEc:bay:rdwiwi:28043.

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  47. Measuring Persistence in Volatility Spillovers. (2013). Weber, Enzo ; Conrad, Christian.
    In: Working Papers.
    RePEc:awi:wpaper:0543.

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  48. Liquidity and crude oil prices: China’s influence over 1996-2011. (2012). Vespignani, Joaquin ; Ratti, Ronald.
    In: Working Papers.
    RePEc:tas:wpaper:15062.

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  49. Price and Volatility Spillover between Livestock and Related Commodity Markets. (2012). Schroeder, Ted ; Pozo, Veronica F..
    In: 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington.
    RePEc:ags:aaea12:124798.

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  50. Do Oil Prices Affect Kuwait Sectoral Stock Prices? Non-Linear Cointegration Evidence. (2003). Kisswani, Khalid ; Elian, Mohammad I.
    In: Working Papers.
    RePEc:erg:wpaper:1141.

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