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• W2024726685 abstract "Abstract The aim of this article is to investigate the responses of European sector stock markets to oil price changes. We use linear and asymmetric models and study the association of oil and stock prices. Our findings suggest that the strength of this association varies greatly across sectors. Moreover, for some sectors we find strong evidence of asymmetry in the reaction of stock returns to changes in the price of oil." @default.
• W2024726685 created "2016-06-24" @default.
• W2024726685 creator A5083852762 @default.
• W2024726685 date "2011-07-01" @default.
• W2024726685 modified "2023-09-23" @default.
• W2024726685 title "Does crude oil move stock markets in Europe? A sector investigation" @default.
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• W2024726685 doi "https://doi.org/10.1016/j.econmod.2011.02.039" @default.
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