Systematic risk, and oil price and exchange rate sensitivities in Asia-Pacific stock markets

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Assessing the impacts of oil price fluctuations on stock returns in emerging markets (2012, background): “To a lesser extent, Nandha and Hammoudeh (2007) conclude that of the 15 countries in the Asia-Pacific region only stock markets in the Philippines and South Korea are sensitive to oil price changes in the short run.”
Crude oil shocks and stock markets: A panel threshold cointegration approach (2011, background): “Hammoudeh and Choi (2007) and Nandha and Hammoudeh (2007) further document that oil plays an important role in emerging stock markets.”
The directional volatility connectedness between crude oil and equity markets: New evidence from implied volatility indexes (2016, background): “For instance, the study of Nandha and Hammoudeh (2007) focuses on theassociationbetweenmarketbetariskand equity returnsin thepres-ence of oil price and exchange rate uncertainty in the Asia-Paci ﬁ c region.”
Oil prices and transport sector returns: an international analysis (2009, background): “In a study of 15 countries in the Asia– Pacific region, Nandha and Hammoudeh (2007) find the Philippines and South Korean stock markets to be oil-sensitive in the short run, when the price is expressed in local currency only.”