Explaining the time-varying effects of oil market shocks on US stock returns
Claudia Foroni, Pierre Guérin, Massimiliano Marcellino
| Year of publication: |
June 2017
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|---|---|
| Authors: | Foroni, Claudia ; Guérin, Pierre ; Marcellino, Massimiliano |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 155.2017, p. 84-88
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| Subject: | Stock returns | Oil market shocks | Time-varying parameter VAR | VAR-Modell | VAR model | Schock | Shock | USA | United States | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Ölmarkt | Oil market | Schätzung | Estimation | Börsenkurs | Share price | Volatilität | Volatility | Kapitalmarktrendite | Capital market returns |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2017.03.017 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011821575