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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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书目详细资料
Main Authors:	Phoong, Seuk Wai, Mahi, Masnun Al, Phoong, Seuk Yen
格式:	Article
出版:	2023
主题:	H Social Sciences (General) HB Economic Theory
在线阅读:	http://eprints.um.edu.my/39086/
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