Dynamic impacts of crude oil price on Chinese investor sentiment : nonlinear causality and time-varying effect
Zhifang He
| Year of publication: |
2020
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|---|---|
| Authors: | He, Zhifang |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 66.2020, p. 131-153
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| Subject: | Oil price | Investor sentiment | Non-linear causality | Time-varying effect | Ölpreis | Kausalanalyse | Causality analysis | Anlageverhalten | Behavioural finance | Volatilität | Volatility | VAR-Modell | VAR model | China | Börsenkurs | Share price | Prognoseverfahren | Forecasting model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | Corrigendum enthalten in: Volume 72, March 2021, Seite 546 |
| Other identifiers: | 10.1016/j.iref.2019.11.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012390685