Do credit conditions matter for the impact of oil price shocks on stock returns? : evidence from a structural threshold VAR model
Yong Jiang, Gang-Jin Wang, Chaoqun Ma, Xiaoguang Yang
| Year of publication: |
2021
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| Authors: | Jiang, Yong ; Wang, Gang-Jin ; Ma, Chaoqun ; Yang, Xiaoguang |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 72.2021, p. 1-15
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| Subject: | Credit regimes | Nonlinear impulse response functions | Oil price shocks | Stock returns | Structure threshold VAR | VAR-Modell | VAR model | Ölpreis | Oil price | Schock | Shock | Kapitaleinkommen | Capital income | Kapitalmarktrendite | Capital market returns | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2020.10.019 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012671271