Research graph
References from Oil price shocks and stock market activity. Local targets link to admitted publications; unresolved targets remain external evidence.
Unresolved reference
1993 · External reference
Unresolved reference
1997 · External reference
Generalized autoregressive conditional heteroskedasticity
10.1016/0304-4076(86)90063-1 · 1986 · External reference
ARCH modeling in finance
10.1016/0304-4076(92)90064-x · 1992 · External reference
Testing for the effects of oil-price rises using vector autoregressions
10.2307/2526209 · 1984 · External reference
A variance decomposition for stock returns
10.2307/2233809 · 1991 · External reference
The effects of monetary policy shocks: evidence from the flow of funds
10.2307/2109845 · 1996 · External reference
Distribution of the estimators for autoregressive time series with a unit root
10.2307/2286348 · 1979 · External reference
Stock returns, real activity, inflation and money
1981 · External reference
Oil price volatility and the macroeconomy
10.1016/s0164-0704(96)80001-2 · 1996 · External reference
The monetary and fiscal linkages between stock returns and inflation
10.2307/2327635 · 1983 · External reference
Crude oil and the macroeconomy: tests of some popular notions
10.2307/1992323 · 1986 · External reference
Oil and the macroeconomy since World War II
10.1086/261140 · 1983 · External reference
A neoclassical model of unemployment and the business cycle
10.1086/261553 · 1988 · External reference
Unresolved reference
1994 · External reference
Energy shocks and financial markets
10.1002/(sici)1096-9934(199602)16:1<1::aid-fut1>3.0.co;2-q · 1996 · External reference
Estimation and hypothesis testing of cointegrating vectors in Gaussian vector autoregressive models
10.2307/2938278 · 1991 · External reference
Oil and the stock markets
10.2307/2329368 · 1996 · External reference
Causal relations among stock returns, interest rates, real activity, and inflation
10.2307/2328955 · 1992 · External reference
Oil shocks and the macroeconomy: the role of price variability
10.5547/issn0195-6574-ej-vol16-no4-2 · 1995 · External reference
Oil price shocks and the dispersion hypothesis
10.2307/1926035 · 1986 · External reference
Oil and the macroeconomy when prices go up and down: an extension of Hamilton's results
10.1086/261625 · 1989 · External reference
Macroeconomic responses to oil price increases and decreases in seven OECD countries
10.5547/issn0195-6574-ej-vol15-no4-2 · 1994 · External reference
The great crash, the oil price shock and the unit root hypothesis
10.2307/1913712 · 1989 · External reference
Testing for a unit root in time series regression
10.1093/biomet/75.2.335 · 1988 · External reference
Irreversibility, uncertainty and investment
1991 · External reference
Information and volatility: the no-arbitrage Martingale approach to timing and resolution irrelevancy
10.2307/2328272 · 1989 · External reference
Are forecasting models usable for policy analysis?
1986 · External reference
Further evidence on the great crash, the oil-price shock, and the unit-root hypothesis
10.2307/1391541 · 1992 · External reference
