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A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA) 
Martín-Barragan, B., Ramos, S. & Veiga, H. (2015). Correlations between oil and stock markets: a wavelet-based approach. Economic Modelling . 50, 212-227
Exportar Referência (IEEE) 
B. Martín-Barragan et al.,  "Correlations between oil and stock markets: a wavelet-based approach", in Economic Modelling , vol. 50, pp. 212-227, 2015
Exportar BibTeX 
@article{martín-barragan2015_1713925457376,
	author = "Martín-Barragan, B. and Ramos, S. and Veiga, H.",
	title = "Correlations between oil and stock markets: a wavelet-based approach",
	journal = "Economic Modelling ",
	year = "2015",
	volume = "50",
	number = "",
	doi = "10.1016/j.econmod.2015.06.010",
	pages = "212-227",
	url = "http://www.sciencedirect.com/science/article/pii/S0264999315001571"
}
Exportar RIS 
TY  - JOUR
TI  - Correlations between oil and stock markets: a wavelet-based approach
T2  - Economic Modelling 
VL  - 50
AU  - Martín-Barragan, B.
AU  - Ramos, S.
AU  - Veiga, H.
PY  - 2015
SP  - 212-227
SN  - 0264-9993
DO  - 10.1016/j.econmod.2015.06.010
UR  - http://www.sciencedirect.com/science/article/pii/S0264999315001571
AB  - In a global economy, shocks occurring in one market can spill over to other markets. This paper investigates the impact of oil shocks and stock market crashes on correlations between stock and oil markets. We test changes in correlations for different time scales with non-overlapping confidence intervals based on estimated wavelet correlations. Our results indicate that correlation between oil and stock markets tends to be stable in non-shock periods, around zero, but this changes during oil and financial shocks both at higher and lower frequencies. We find evidence of contagion, in particular during the 2008 and 2011 stock market falls. At low frequencies, the number of correlation breakdowns during oil shocks and stock market crashes is higher and they can be interpreted as shifts in market co-movements.
ER  -