The Relationship between Oil and Equities at the Zero Lower Bound

Brian Reinbold and Paulina Restrepo-Echavarria

The Regional Economist, 2018, vol. 26, issue 1

Abstract: Economists have observed that the correlation between oil price changes and equity returns changed dramatically after 2008. Before 2008, oil and equity prices were generally uncorrelated, while after 2008 they became highly correlated.

Date: 2018
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