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| 02118nam 2200373zi 4500 |
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| 001 | 9.886480 |
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| 003 | CaOODSP |
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| 005 | 20221107171430 |
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| 006 | m o d f |
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| 007 | cr cn||||||||| |
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| 008 | 200428t20202020onca ob f000 0 eng d |
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| 040 | |aCaOODSP|beng|erda|cCaOODSP |
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| 041 | 0 |aeng|beng|bfre |
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| 043 | |an-us--- |
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| 045 | |ay0y1 |
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| 086 | 1 |aFB3-5/2020-8E-PDF |
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| 100 | 1 |aAlquist, Ron, |eauthor. |
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| 245 | 14|aThe effect of oil price shocks on asset markets : |bevidence from oil inventory news / |cby Ron Alquist, Reinhard Ellwanger and Jianjian Jin. |
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| 264 | 1|aOttawa, Ontario, Canada : |bBank of Canada = Banque du Canada, |c2020. |
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| 264 | 4|c©2020 |
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| 300 | |a1 online resource (iii, 30 pages) : |bcolour illustration. |
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| 336 | |atext|btxt|2rdacontent |
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| 337 | |acomputer|bc|2rdamedia |
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| 338 | |aonline resource|bcr|2rdacarrier |
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| 490 | 1 |aStaff working paper = Document de travail du personnel, |x1701-9397 ; |v2020-8 |
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| 500 | |a"Last updated: March 23, 2020." |
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| 504 | |aIncludes bibliographical references (pages 18-20). |
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| 520 | 3 |a"We quantify the reaction of U.S. equity, bond futures, and exchange rate returns to oil price shocks driven by oil inventory news. Across most sectors, equity prices decrease in response to higher oil prices before the 2007/08 crisis but increase after it. Positive oil price shocks cause a depreciation of the U.S. dollar against a broad range of currencies but have only a modest effect on bond futures returns. The evidence suggests that changes in risk premia help to explain the time-varying effect of oil price shocks on U.S. equity returns"--Abstract, page ii. |
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| 546 | |aIncludes abstracts in English and French. |
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| 650 | 0|aPetroleum products|xPrices |zUnited States|xEconometric models. |
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| 650 | 6|aProduits pétroliers|xPrix|zÉtats-Unis|xModèles économétriques. |
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| 710 | 2 |aBank of Canada. |
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| 830 | #0|aStaff working paper (Bank of Canada)|v2020-8.|w(CaOODSP)9.806221 |
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| 856 | 40|qPDF|s451 KB|uhttps://publications.gc.ca/collections/collection_2020/banque-bank-canada/FB3-5-2020-8-eng.pdf |
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