How does stock market volatility react to oil price shocks?
Year of publication: |
April 2018
|
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Authors: | Bastianin, Andrea ; Manera, Matteo |
Published in: |
Macroeconomic dynamics. - Cambridge : Cambridge Univ. Press, ISSN 1365-1005, ZDB-ID 1412233-9. - Vol. 22.2018, 3, p. 666-682
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Subject: | Realized Volatility | Oil Price Shocks | Oil Price | Stock Prices | Structural VAR | Ölpreis | Oil price | Volatilität | Volatility | Börsenkurs | Share price | VAR-Modell | VAR model | Aktienmarkt | Stock market | Schock | Shock |
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