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http://dx.doi.org/10.1002/(SICI)1096-9934(199602)16:1<1::AID-FUT1>3.0.CO;2-Q

has been cited by the following article:

• TITLE: Oil Price Shocks and the US Stock Market: Slope Heterogeneity Analysis

  AUTHORS: Sarfaraz Ali Shah Syed, Hélène Syed Zwick

  KEYWORDS: Oil Prices, Structural Break, US Economy, Slope Heterogeneity

  JOURNAL NAME: Theoretical Economics Letters, Vol.6 No.3, June 9, 2016

  ABSTRACT: This study investigates the oil and stock prices nexus in the US economy over the period 1980-2016. Using breakpoint regression technique, our findings are twofold: 1) we confirm the existence of the nexus as established in the existing literature on the subject; 2) while the relationship between the oil and stock prices remains intact, the slope changes over time, thus identifying a non-linear relationship.