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Modelling the impact of oil prices on Vietnams stock prices. (2010). Narayan, Seema.
In: Applied Energy.
RePEc:eee:appene:v:87:y:2010:i:1:p:356-361.

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  43. Do energy prices interact with global Islamic stocks? Fresh insights from quantile ARDL approach. (2021). Aman, Ameenullah ; Zaighum, Isma ; Suleman, Muhammad Tahir ; Sharif, Arshian.
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  44. Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish ; Ur, Mobeen.
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  45. Are Indian sectoral indices oil shock prone? An empirical evaluation. (2021). Mishra, Shekhar.
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  46. Forecasting the dynamic relationship between crude oil and stock prices since the 19th century. (2021). Hailemariam, Abebe ; Ivanovski, Kris.
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  47. Does sustainability activities performance matter during financial crises? Investigating the case of COVID-19. (2021). Yoo, Sunbin ; Managi, Shunsuke ; Keeley, Alexander Ryota.
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  51. Are oil prices efficient?. (2021). Mehmood, Fahad ; Haroon, Omair ; Aun, Syed ; Arshad, Shaista ; Gong, Qiang.
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  53. The Impact of Oil Price and Other Macroeconomic Variables on The Islamic and Conventional Stock Index in Indonesia. (2021). Nasution, Abdillah Arif ; Pratomo, Wahyu Ario ; Rani, Lina Nugraha ; Imam, Wahyu Sugeng ; Rusydiana, Aam S ; Antonio, Muhammad Syafii.
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  54. Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach. (2021). Sisodia, Gyanendra Singh ; Tellez, Jesus Cuauhtemoc ; Daffodils, Jennifer ; Rafiuddin, Aqila.
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  55. Dynamics of crude oil price shocks and major Latin American Equity Markets: A study in time and frequency domains. (2021). Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun ; Adrangi, Bahram.
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  56. Testing the Asymmetric Response of China’s Stock Returns to Oil Price Dynamics - Does Fear of COVID-19 Matter?. (2021). Owuru, Joel Ede.
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  57. Does the price of crude oil help predict the conditional distribution of aggregate equity return?. (2020). Nonejad, Nima.
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  58. Oil Price Volatility and Stock Returns: Evidence from Three Oil-price Wars. (2020). Mughal, Mazhar ; Ahmed, Junaid ; Khan, Mushtaq Hussain.
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  59. The impact of exchange rate, oil price and gold price on the Kuwaiti stock market: a wavelet analysis. (2020). SAITI, BURHAN ; Ahmad, Basheer Altarturi.
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  60. Do Oil and Gas Risk Factors Matter in the Malaysian Oil and Gas Industry? A Fama-MacBeth Two Stage Panel Regression Approach. (2020). Hoque, Mohmmad Enamul ; Low, Soo Wah ; Shah, Mohd Azlan.
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  61. The non-linear relationship between oil prices and stock prices: Evidence from oil-importing and oil-exporting countries. (2020). Lenin, Bruno Felipe ; de Jesus, Diego Pitta ; da Nobrega, Cassio.
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  62. The asymmetric oil price and policy uncertainty shock exposure of emerging market sectoral equity returns: A quantile regression approach. (2020). Das, Debojyoti ; Kannadhasan, M.
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  63. Revisiting oil-stock nexus during COVID-19 pandemic: Some preliminary results. (2020). Salisu, Afees ; Usman, Nuruddeen ; Ebuh, Godday U.
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  64. The asymmetric effects of oil price on sectoral Islamic stocks: New evidence from quantile-on-quantile regression approach. (2020). Sharif, Arshian ; Chang, Bisharat Hussain ; Rehman, Syed Abdul ; Salman, Asma ; Suki, Norazah Mohd ; Aman, Ameenullah.
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  65. The impact of oil price shocks on Tehran Stock Exchange returns: Application of the Markov switching vector autoregressive models. (2020). Rafei, Meysam ; Shahrestani, Parnia.
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  66. A dynamic quantile regression model for the relationship between oil price and stock markets in oil-importing and oil-exporting countries. (2020). Mokni, Khaled.
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  67. The oil price risk and global stock returns. (2020). Azimli, Asil.
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  68. The impact of oil price shocks on clean energy stocks: Fresh evidence from multi-scale perspective. (2020). Cai, Guixin ; Zhang, Hao ; Yang, Dongxiao.
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  69. An analysis of the efficiency of the oil refining industry in the OECD countries. (2020). Lee, Jongsu ; Lim, Chansu.
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  70. Which types of commodity price information are more useful for predicting US stock market volatility?. (2020). Li, Yan ; Ma, Feng ; Liang, Chao.
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  71. The Causality Analysis of the Effect of Oil and Natural Gas Prices on Ukraine Stock Index. (2020). Akbulaev, Nurkhodzha Nazirkhodzha ; Rahimli, Etimad Munasib ; Suleymanli, Javid Elkhan.
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  72. Do Different Types of Oil Price Shocks Affect the Indian Stock Returns Differently at Firm-level? A Panel Structural Vector Autoregression Approach. (2020). Aruna, Bhagavatula ; Acharya, Rajesh H.
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  73. Monetary Policy and Stock Market Returns: Evidence from ARDL Bounds Testing Approach for the Case of Vietnam. (2020). Minh, Tram Thi ; Mai, Hong Thi ; Nguyen, Thuy Thu .
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  74. Uncertainty and energy-sector equity returns in Iran: a Bayesian and quasi-Monte Carlo time-varying analysis. (2019). Fazelabdolabadi, Babak.
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  75. Greenhouse gas emissions–crude oil prices: an empirical investigation in a nonlinear framework. (2019). Katrakilidis, Constantinos ; Nikolaos, Sariannidis ; Eleni, Zafeiriou ; Constantinos, Katrakilidis ; Bantis, Dimitris.
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  77. Asymmetric impact of oil prices on stock returns in Shanghai stock exchange: Evidence from asymmetric ARDL model. (2019). Khan, Muhammad Imran ; Teng, Jian-Zhou.
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  78. Spillover Risks on Cryptocurrency Markets: A Look from VAR-SVAR Granger Causality and Student’s-t Copulas. (2019). Duc, Toan Luu.
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  79. Changes in Energy Consumption, Economic Growth and Aspirations for Energy Independence: Sectoral Analysis of Uses of Natural Gas in Ukrainian Economy. (2019). Petrushka, Tetyana ; Symak, Anastasiya ; Yemelyanov, Olexandr ; Lesyk, Lilia ; Kusiy, Myroslava ; Zahoretska, Olena.
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  80. Determinants of the Long-Term Correlation between Crude Oil and Stock Markets. (2019). Yang, Lu ; Hamori, Shigeyuki ; Ho, Kung-Cheng.
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  81. The Nexus between Stock Returns of Oil Companies and Oil Price Fluctuations after Heavy Oil Upgrading: Toward Theoretical Progress. (2019). Fard, Saeed Farahani ; Mohammadi, Majid ; Sedighi, Mojtaba.
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  82. Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets. (2019). Demirer, Riza ; Balcilar, Mehmet ; Hammoudeh, Shawkat.
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  83. Can economic policy uncertainty, oil prices, and investor sentiment predict Islamic stock returns? A multi-scale perspective. (2019). Hadhri, Sinda ; Ftiti, Zied.
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  84. Correlations and volatility spillovers between oil, natural gas, and stock prices in India. (2019). Tiwari, Aviral ; Pradhan, Ashis ; Kumar, Satish ; Kang, Sang Hoon.
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  85. Spillovers from oil to precious metals: Quantile approaches. (2019). Ur, Mobeen ; Hussain, Syed Jawad ; Jammazi, Rania.
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  86. Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets. (2019). Demirer, Riza ; Hammoudeh, Shawkat ; Balcilar, Mehmet.
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  87. Oil prices and stock market anomalies. (2019). Scrimgeour, Frank ; Cheema, Muhammad A.
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  88. Impacts of oil implied volatility shocks on stock implied volatility in China: Empirical evidence from a quantile regression approach. (2019). Hu, Chunyan ; Xiao, Jihong ; Wen, Fenghua ; Ouyang, Guangda.
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  89. The importance of oil assets for portfolio optimization: The analysis of firm level stocks. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Anwar, Awais ; Sarwar, Suleman.
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  90. Can the skewness of oil returns affect stock returns? Evidence from China’s A-Share markets. (2019). Yin, Libo ; Su, Zhi ; Mo, Xuan.
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  91. Oil price and automobile stock return co-movement: A wavelet coherence analysis. (2019). Pal, Debdatta ; Mitra, Subrata K.
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  92. Asymmetric causality between oil price and stock returns:A sectoral analysis. (2019). Bahmani-Oskooee, Mohsen ; Ghodsi, Seyed Hesam ; Hadzic, Muris.
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  93. Portfolio Diversification and Oil Price Shocks: A Sector Wide Analysis. (2019). Khan, Aftab Parvez ; Azmi, Wajahat ; Ali, Mohsin.
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  94. Dynamics between Oil Prices and UAE Effective Exchange Rates: An Empirical Examination. (2019). Abual-Foul, Bassam M ; Baghestani, Hamid.
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  95. The Effect of Oil Price on Stock Market Returns with Moderating Effect of Foreign Direct Investment & Foreign Portfolio Investment: Evidence from Pakistan Stock Market. (2019). Usman, Muhammad ; Siddiqui, Danish Ahmed.
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  96. Information Spillover Between Crude Oil and Stock Markets: Evidence from Subsidy Cut for RON95 Fuel Price in Malaysia. (2018). .
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  97. Bidirectional spillover effect between Russian stock index and the selected commodities. (2018). Ivkov, Dejan ; Momilovi, Mirela ; Njegi, Jovan.
    In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
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  98. The impact of oil and gold price fluctuations on the South African equity market: volatility spillovers and implications for portfolio management. (2018). Bonga-Bonga, Lumengo ; Morema, Kgotso.
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  99. Oil price shocks and stock market returns of the GCC countries: empirical evidence from quantile regression analysis. (2018). Nusair, Salah ; Al-Khasawneh, Jamal.
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  100. Oil price changes and stock market returns: cointegration evidence from emerging market. (2018). Kisswani, Khalid ; Elian, Mohammad I.
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  101. Heterogeneous Responses to China and Oil Shocks: the G7 Stock Markets. (2018). bouoiyour, jamal ; Selmi, Refk.
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  102. Evaluation of the Adaptability of the Ukrainian Economy to Changes in Prices for Energy Carriers and to Energy Market Risks. (2018). Petrushka, Tetyana ; Symak, Anastasiya ; Yemelyanov, Olexandr ; Lesyk, Lilia.
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  103. The interactions between OPEC oil price and sectoral stock returns: Evidence from China. (2018). Kirkulak-Uludag, Berna ; Safarzadeh, Omid.
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  104. A firm-level analysis of the upstream-downstream dichotomy in the oil-stock nexus. (2018). Salisu, Afees ; Swaray, Raymond.
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  105. What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar.
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  106. Analysis of the international propagation of contagion between oil and stock markets. (2018). Zhang, Guofu ; Liu, Wei.
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  107. Sectoral exposure of financial markets to oil risk factors in BRICS countries. (2018). Dogah, Kingsley E ; Premaratne, Gamini.
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  108. Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index. (2018). Xiao, Jihong ; Wen, Fenghua ; Zhou, Min.
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  109. Mutual excitation between OECD stock and oil markets: A conditional intensity extreme value approach. (2018). Clements, Adam ; Herrera, Rodrigo ; Gonzalez, Sergio.
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  110. New DCC analyses of return transmission, volatility spillovers, and optimal hedging among oil futures and oil equities in oil-producing countries. (2018). Tsuji, Chikashi.
    In: Applied Energy.
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  111. Do all sectors respond to oil price shocks simultaneously?. (2018). Huang, Shupei ; Wang, Yue.
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  112. Co-movement of coherence between oil prices and the stock market from the joint time-frequency perspective. (2018). Huang, Shupei ; Jia, Xiaoliang .
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  113. The Relationship between the Oil Price Shocks and the Stock Markets: The Example of Commonwealth of Independent States Countries. (2018). Syzdykova, Aziza.
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  114. Responses of macroeconomy and stock markets to structural oil price shocks: New evidence from Asian oil refinery. (2018). Disegna, Marta ; Le, Hong Thai.
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  115. Nexus between crude oil and stock market return: case of India. (2018). Mitra, Pradip Kumar.
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  116. The impact of oil price volatility on net-oil exporter and importer countries’ stock markets. (2017). Yelkenci, Tezer ; Tun, Goke ; Aydoan, Berna.
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  117. SHOCK AND VOLATILITY SPILLOVERS BETWEEN OIL AND SOME BALKAN STOCK MARKETS. (2017). Kurshid, Muzammil ; Uludag, Berna Kirkulak .
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  118. How Does Monetary Policy Affect Economic Vulnerability to Oil Price Shock as against US Economy Shock?. (2017). Lee, Chin ; Habibullah, Muzafar Shah ; Chin, Lee ; Razmi, Fatemeh .
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  119. Dependence between oil price volatility, Islamic and conventional Dow Jones indexes: Implication for portfolio management and hedging effectiveness. (2017). GHORBEL, Ahmed ; Hachicha, Nejib ; Selmi, Nadhem ; Fakhfekh, Mohamed .
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  120. On the dynamic interactions between energy and stock markets under structural shifts: Evidence from Egypt. (2017). Ahmed, Walid.
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  121. Time-varying causality between crude oil and stock markets: What can we learn from a multiscale perspective?. (2017). Shahzad, Syed Jawad Hussain ; Jareño, Francisco ; Hussain, Syed Jawad ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania.
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  122. Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism. (2017). Lv, Xin ; Bouri, Elie ; Xin Lv, ; Lien, Donald ; Chen, Qian.
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  123. Diversification opportunities between emerging and frontier Asian (EFA) and developed stock markets. (2017). Narayan, Seema ; Ur, Mobeen.
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  124. The multiscale impact of exchange rates on the oil-stock nexus: Evidence from China and Russia. (2017). Huang, Shupei ; Hao, Xiaoqing ; Wen, Shaobo ; Gao, Xiangyun.
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  125. Response pattern of stock returns to international oil price shocks: From the perspective of China’s oil industrial chain. (2017). Li, Qiming ; Cheng, KE ; Yang, Xiaoguang.
    In: Applied Energy.
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  126. Examining Energy Futures Market Efficiency Under Multiple Regime Shifts. (2017). Buberkoku, Onder.
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  127. The Influence of Oil Price Shocks on Stock Market Returns: Fresh Evidence from Malaysia. (2017). solarin, sakiru ; Al-Mulali, Usama ; Al-Hajj, Ekhlas.
    In: International Journal of Energy Economics and Policy.
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  128. The Impact of Oil Price on the Growth, Inflation, Unemployment and Budget Deficit of Vietnam. (2017). Ngoc, Nguyen Thi ; Thu, Dinh Thi ; Tho, Tran Ngoc .
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  129. How Does Monetary Policy Affect Economic Vulnerability to Oil Price Shock as against US Economy Shock?. (2017). Lee, Chin ; Habibullah, Muzafar Shah ; Chin, Lee ; Mohamed, Azali ; Razmi, Fatemeh .
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  130. The impact of crude oil prices on stock prices of oil firms: Should upstream-downstream dichotomy in supply chain be ignored?. (2017). Salisu, Afees ; Swaray, Raymond.
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  131. Crude Oil Price Volatility Spillovers and Agricultural Commodities: A Study in Time and Frequency Domains. (2017). Adrangi, Bahram ; Raffiee, Kambiz ; Macri, Joseph ; Chatrath, Arjun .
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  132. The Impact of Petrol Prices on Stock Prices of Energy Companies: A Panel Data Analysis for Turkey. (2017). Soylemez, Seda Yavuzaslan ; Alacahan, Nur Dilbaz .
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  133. Extreme dependence between crude oil and stock markets in Asia-Pacific regions: Evidence from quantile regression. (2016). Zhu, Huiming ; Yang, Yan ; Peng, Cheng ; Huang, Hui.
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  134. On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters. (2016). Demirer, Riza ; Bouri, Elie.
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  135. The infernal couple China-Oil Price and the Responses of G7 Equities: A QQ Approach. (2016). Selmi, Refk ; bouoiyour, jamal.
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  136. Oil Curse and Finance-Growth Nexus in Malaysia: The Role of Investment. (2016). Smyth, Russell ; Lean, Hooi Hooi ; Badeeb, Ramez.
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  137. Determinant of the Relationship between Natural Gas Prices and Leading Natural Gas Countries¡¯ Stock Exchange. (2016). Kouchaksaraei, Meysam Azizi ; Mohammadalikhani, Hoda ; Movahedizadeh, Hamed .
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  138. An Empirical Analysis of the Relationship between Oil Prices and Stock Markets. (2016). Markoulis, Stelios ; Neofytou, N.
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  139. A copula-TGARCH approach of conditional dependence between oil price and stock market index: the case of Mexico. (2016). Valdes, Arturo Lorenzo ; Vazquez, Rocio Duran ; Fraire, Leticia Armenta .
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  140. Returns and volatility linkages between international crude oil price, metal and other stock indices in India: Evidence from VAR-DCC-GARCH models. (2016). Singhal, Shelly ; Ghosh, Sajal .
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  141. Institutional investment, equity volume and volatility spillover: Causalities and asymmetries. (2016). Chakraborty, Sandip ; Kakani, Ram Kumar .
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  142. Intraday volatility interaction between the crude oil and equity markets. (2016). Sharma, Susan ; Narayan, Paresh ; Bach, Dinh Hoang.
    In: Journal of International Financial Markets, Institutions and Money.
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  143. Dependence and risk management in oil and stock markets. A wavelet-copula analysis. (2016). Reboredo, Juan ; Jammazi, Rania.
    In: Energy.
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  144. The global interdependence among oil-equity nexuses. (2016). An, Haizhong ; Huang, Shupei ; Jia, Xiaoliang ; Wen, Shaobo ; Gao, Xiangyun.
    In: Energy.
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  145. The role of monetary transmission channels in transmitting oil price shocks to prices in ASEAN-4 countries during pre- and post-global financial crisis. (2016). Razmi, Fatemeh ; Lee, Chin ; Habibullah, Muzafar Shah ; Azali, M. ; Chin, Lee.
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  146. The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes. (2016). Bouri, Elie ; Awartani, Basel ; Maghyereh, Aktham I.
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  147. Oil curse and finance–growth nexus in Malaysia: The role of investment. (2016). Smyth, Russell ; Lean, Hooi Hooi ; Badeeb, Ramez.
    In: Energy Economics.
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  148. Co-movement of international crude oil price and Indian stock market: Evidences from nonlinear cointegration tests. (2016). Kanjilal, Kakali ; Ghosh, Sajal .
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  149. Modeling heterogeneous inflation expectations: empirical evidence from demographic data?. (2016). Lobon, Oana-Ramona ; Xu, Yingying ; Chang, Hsu-Ling ; Su, Chi-Wei.
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  150. Oil price forecasting using gene expression programming and artificial neural networks. (2016). Mostafa, Mohamed M ; El-Masry, Ahmed A.
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  151. Oil prices, exchange rate, and the price asymmetry in the Taiwanese retail gasoline market. (2016). Chou, Kuo-Wei ; Tseng, Yi-Heng.
    In: Economic Modelling.
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  152. Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests. (2016). Tiwari, Aviral ; Albulescu, Claudiu.
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  153. Impact of fuel price fluctuations on airline stock returns. (2016). Concha, Diego ; Kristjanpoller, Werner D.
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  154. On the Crude Oil Price, Stock Market Movement and Economic Growth Nexus in Nigeria Evidence from Cointegration and Var Analysis. (2016). Ekong, Nsisong Patrick ; Ebong, Daniel Wilson .
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  155. A study of co-movements between oil price, stock index and exchange rate under a cross-bicorrelation perspective: the case of Mexico. (2016). Rojas, Omar ; Coronado, Semei.
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  156. Responses of international stock markets to oil price surges: a regime-switching perspective. (2015). Nguyen, Duc Khuong ; Jammazi, Rania.
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  157. An Empirical Investigation into the Relationship of Crude Oil Price, Exchange Rate and BSE Sensex. (2015). .
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  158. Oil Prices and Stock Market: A Philippine Perspective. (2015). Di, Sheevun .
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  159. Investigating Effect of Oil Prices on Firm Value with Emphasis on Industry Type. (2015). Dadashi, Ali ; al-Din, Mahmoud Moein ; Pakmaram, Asgar .
    In: International Journal of Academic Research in Accounting, Finance and Management Sciences.
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  22. Is money useful in the conduct of monetary policy?. (2000). Santucci, Larry ; Lantz, Carl D. ; Dotsey, Michael.
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  23. How stable is the predictive power of the yield curve? evidence from Germany and the United States. (2000). Rodrigues, Anthony ; Estrella, Arturo ; Schich, Sebastian.
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  24. Inference on the Quantile Regression Process. (2000). Koenker, Roger.
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  25. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (2000). McCracken, Michael ; Clark, Todd.
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  26. A Time Series Model of Multiple Structural changes in Level, Trend and Variance. (1999). Zivot, Eric ; Wang, Jiahui.
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  27. Specification Search and Stability Analysis. (1999). Hoyo, del J. ; Llorente, Guillermo J..
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  28. Are Deep Parameters Stable? The Lucas Critique as an Empirical Hypothesis. (1999). Fuhrer, Jeffrey ; Estrella, Arturo.
    In: Computing in Economics and Finance 1999.
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  29. Tests of Equal Forecast Accuracy and Encompassing for Nested Models. (1999). McCracken, Michael ; Clark, Todd.
    In: Computing in Economics and Finance 1999.
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  30. Testing for Structural Breaks in the Evaluation of Programs. (1999). Piehl, Anne ; AnthonyA. Braga, ; Cooper, Suzanne J. ; Kennedy, David M..
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  31. Tests of equal forecast accuracy and encompassing for nested models. (1999). McCracken, Michael ; Clark, Todd.
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  32. Are oil shocks inflationary? Asymmetric and nonlinear specifications versus changes in regime. (1999). Hooker, Mark A..
    In: Finance and Economics Discussion Series.
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  33. Are deep parameters stable? the Lucas critique as an empirical hypothesis. (1999). Fuhrer, Jeffrey ; Estrella, Arturo.
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  34. Modest policy interventions. (1999). Zha, Tao ; Leeper, Eric.
    In: FRB Atlanta Working Paper.
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  35. Emerging Markets and Trading Costs. (1999). Ghysels, Eric ; Cherkaoui, Mouna .
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  36. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain.
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  37. Structural Change Tests for Simulated Method of Moments. (1998). Guay, Alain ; Ghysels, Eric.
    In: CIRANO Working Papers.
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  38. Slowdowns and Meltdowns: Postwar Growth Evidence from 74 Countries. (1997). Papell, David ; Ben-David, Dan.
    In: NBER Working Papers.
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  39. The bank lending channel of monetary policy transmission: evidence from a model of bank behavior that incorporates long-term customer relationships.. (1997). Gibson, Michael S..
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  40. What Does the Bundesbank Target?. (1996). Mihov, Ilian ; Bernanke, Ben.
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  41. Moving endpoints and the internal consistency of agents ex ante forecasts. (1996). Tinsley, Peter ; Kozicki, Sharon.
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  42. Structural Change and Asset Pricing in Emerging Markets. (1996). Ghysels, Eric ; Garcia, René.
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  43. Modelling Federal Reserve Discount Policy. (1996). Baum, Christopher ; Karasulu, Meral .
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  44. CHANGES IN THE INFLATION PROCESS IN CANADA: Evidence and Implications. (1995). Hostland, Doug.
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  45. Oil Prices and the Rise and Fall of the U.S. Real Exchange Rate. (1995). van Norden, Simon ; Amano, Robert.
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  46. On Stable Factor Structures in the Pricing of Risk. (1995). Ghysels, Eric.
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  47. Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models. (1995). Garcia, René.
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  48. An Analysis of the Real Interest Rate Under Regime Shifts. (1995). Perron, Pierre ; Garcia, René.
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  49. Moving Endpoints in Macrofinance. (). Tinsley, Peter ; Kozicki, Sharon.
    In: Computing in Economics and Finance 1996.
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  50. Ex Post and Ex Ante Analysis of Provisional Data. (). Marcellino, Massimiliano ; Gallo, Giampiero.
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