A Markov switching approach in assessing oil price and stock market nexus in the last decade: The impact of the COVID-19 pandemic
We revisit the oil price and stock market nexus by considering the impact of major economic shocks in the post-global financial crisis (GFC) scenario. Our breakpoint unit root test and Markov switching regression (MRS) analyses using West Texas Intermediate (WTI) oil price and Standard & Poor�...
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| 主要な著者: | , , |
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| フォーマット: | 論文 |
| 出版事項: |
2023
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| 主題: | |
| オンライン･アクセス: | http://eprints.um.edu.my/39086/ |
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