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Recent spikes in oil prices have thrown light on how stock market may be impacted by oil price shocks. The task in this book is to try to find approaches which can explain the main basic characteristics of stock market returns and/or CO prices thereby appropriately analyze the relationship between them. This book conducts three empirical analyzes of the oil-stock relationship for five developed countries using distinct novel approaches. In the first chapter, we test for the existence of this underlying relationship based on a new wavelet approach. The second chapter assesses the impact of...

The book introduces some recent developements for the stock-bond market interactions and risk management. Three chapters involve both case study and international investigations. The results provide major new insights and tend to circumvent the gaps of such nexus. Innovative approaches are considered to extract the main results. In doing so, advanced wavelet method, copulas and risk management measures are applied.