TY  - GEN 
AU  - Cobo-Reyes, Ramón
AU  - Pérez Quirós, Gabriel
PY  - 2005
UR  - http://hdl.handle.net/10481/31479
AB  - This paper analyzes the relationship between oil price shocks and the industrial production and between oil price shocks and the stock returns. The objective is to study which relationship is stronger or which variables reacts more rapidly to changes...
LA  - eng
PB  - Universidad de Granada. Departamento de Teoría e Historia Económica
KW  - Oil price
KW  - Markov switching models
TI  - The effect of oil price on industrial production and on stock returns
ER  -