Hello

Some good paper links are there.

I hope that these will help you in doing your work.

http://www.sciencedirect.com/science/article/pii/S0140988399000201

http://www.sciencedirect.com/science/article/pii/S1085744399000058

http://www.sciencedirect.com/science/article/pii/S030142150800284X

All the Best.

Bikram

I think I read something like that in 2010 when writing a paper on global economic crisis and contagion effects. Just Google the question and if the paper is online it should show.

Dear Olumuyiwa,

Please, see:

http://users.auth.gr/katrak/Papers/The%20effects%20of%20increasing%20oil%20price%20returns%20and%20its%20volatitlity%20on%20four%20emerged%20stock%20markets.pdf?option=com_content&task=view&id=287

http://www.ewi.uni-koeln.de/fileadmin/user_upload/Publikationen/Working_Paper/EWI_WP_12-15_Crude_Oil_price_shocks_01.pdf

Regards,

Vanessa

https://www.researchgate.net/publication/285590240_Sensitivity_Analysis_of_Macroeconomic_Variables_and_Stock_Returns_A_Cross-Country_Comparison_between_Bangladesh_and_India?ev=prf_pub

Book Sensitivity Analysis of Macroeconomic Variables and Stock Re...

Hi,

You may have a look to this paper:

Time-varying correlation between oil and stock market volatilities: Evidence from oil-importing and oil-exporting countries

International Review of Financial Economics december 2016, vol 48, Pages 209-220

Rustam Boldanov, Stavros Degiannakis, George Filis

Best regards

Hi,

Here is another one:

Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest

International review of Financial Analysis, March 2017, vol 50, Pages 1-26

Nikolaos Antonakakis, Ioannis Chatziantoniou, George Filis

Best regards

Hi,

You may benefit from this paper:

Oil price uncertainty and Chinese stock returns: New evidence from the oil volatility index

Finance research letters, february 2017, Pages 29-34

Xingguo Luo, Shihua Qin

Best regards