The Impact of Oil Price Shocks on U.S. Bond Market Returns

By Wensheng Kang, Ronald A. Ratti, Kyung Hwan Yoon. 2014

125 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/70c5bc01dd442afb853830b98533ded2cd4f3442

Citations in the corpus

• HOW DOES STOCK MARKET VOLATILITY REACT TO OIL PRICE SHOCKS? (2017, unknown): “…that disentangling the causes underlying oil price shocks is important for explaining the response of many other variables, such as U.S. real gross domestic product and inflation [Kilian (2009)], bond returns [Kang et al. (2014)], and macroeconomic uncertainty [Kang and Ratti (2013a, 2013b)].”