Journal Article
The Relationship between Oil and Equities at the Zero Lower Bound
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.
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https://www.stlouisfed.org/publications/regional-economist/first-quarter-2018/oil-equities-zero
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Bibliographic Information
Provider: Federal Reserve Bank of St. Louis
Part of Series: The Regional Economist
Publication Date: 2018
Volume: 26
Issue: 1
Order Number: 5