Disaggregated oil shocks and stock-market tail risks : evidence from a panel of 48 economics
Rangan Gupta, Xin Sheng, Christian Pierdzioch, Qiang Ji
| Year of publication: |
2021
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|---|---|
| Authors: | Gupta, Rangan ; Sheng, Xin ; Pierdzioch, Christian ; Ji, Qiang |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 58.2021, p. 1-10
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| Subject: | Impulse response functions | International stock markets | Local projection model | Oil shocks | Tail risks | Ölpreis | Oil price | Schock | Shock | Volatilität | Volatility | Schätzung | Estimation | Wirkungsanalyse | Impact assessment | Welt | World | Börsenkurs | Share price | Aktienmarkt | Stock market | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Impact-Factor: 6.143 (Stand 2021) SJR Faktor ist 1.043 / Q1 Journal (Stand 2021) H-Index: 51 (Stand 2022) |
| Other identifiers: | 10.1016/j.ribaf.2021.101515 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013287890