TY  - JOUR
AU  - Martínez Cañete, Ana Rosa
AU  - Márquez De La Cruz, Elena
AU  - Pérez-Soba Aguilar, Inés
PY  - 2021
DO  - 10.1016/j.ribaf.2021.101513
SN  - 0275-5319
UR  - https://hdl.handle.net/20.500.14352/105761
T2  - Research in International Business and Finance
AB  - The Zero Lower Bound (ZLB) has been suggested as an explanation as to why oil and stock prices have become highly correlated post 2008. Our paper contributes to the literature on this topic by testing (i) whether there is a long-run relationship...
LA  - eng
M2  - 1
PB  - Elsevier
KW  - Oil price
KW  - Stock prices
KW  - Shadow rate
KW  - Zero Lower Bound
KW  - Non-linear cointegration
KW  - Unconventional monetary policy measures
TI  - Non-linear cointegration between oil and stock prices: the role of interest rates
TY  - journal article
VL  - 59
ER  -