This is only the second study I know of assessing the relationship between oxytocin and having a pet. The Boston Globe reports that dog owners who gave commands to their pets while looking at them had higher levels of oxytocin in their urine. And, owners who were closer to their dogs had higher levels than those who were less attached.
Actually, the article gets it a bit wrong: and the difference is pretty interesting. In fact, the title of the article is, "Dog's Gaze at Owner Increases Urinary Oxytocin During Social Interaction." I like this, because it identifies the dog as an active and important participant in the interaction. The researchers were Mino Nagasawa, Takefumi Kikusui, Tatsushi Onaka, and Mitsuaki Ohta.
Read the brief article, referencing the unpublished study from Japan, here: http://www.boston.com/bostonglobe/ideas/articles/2009/01/04/surprising_insights_from_the_social_sciences/?page=2
For info on the previous study, read My Dog Really Does Love Me.