Asymmetric impact of oil price shock on stock market in China : a combination analysis based on SVAR model and NARDL model
Chunyan Hu, Xinheng Liu, Bin Pan, Bin Chen, and Xiaohua Xia
| Year of publication: |
2018
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| Authors: | Hu, Chunyang ; Liu, Xinheng ; Pan, Bin ; Chen, Bin ; Xia, Xiaohua |
| Published in: |
Emerging markets finance & trade : a journal of the Society for the Study of Emerging Markets. - Philadelphia, Pa. : Routledge Taylor & Francis Group, ISSN 1540-496X, ZDB-ID 2089472-7. - Vol. 54.2018, 7/8/9, p. 1693-1705
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| Subject: | asymmetric effect | Chinese stock market | NARDL model | oil price shock | SVAR model | China | Ölpreis | Oil price | Aktienmarkt | Stock market | VAR-Modell | VAR model | Schock | Shock | Wirkungsanalyse | Impact assessment | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2017.1412303 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012124505