Oil prices and stock market in China: A sector analysis using panel cointegration with multiple breaks

By Sufang Li, Huiming Zhu, Keming Yu. 2012

154 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/9a0cb5f66aa955de8d077878045eb55aa7d1b915

How researchers see this paper

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In Economics and Econometrics

1. Limin Du
2. Yanan He

Citations in the corpus

• Extreme risk spillovers between crude oil and stock markets (2015, background): “The asymmetric character of returns and the underlying correlations in financialmarkets are investigated by Longin and Solnik (2001), Patton (2006) and Garcia and Tsafack (2011) among others.”