Identifying asymmetric responses of sectoral equities to oil price shocks in a NARDL model
Abderrazak Dhaoui/Julien Chevallier/Feng Ma
| Year of publication: |
2021
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|---|---|
| Authors: | Dhaoui, Abderrazak ; Chevallier, Julien ; Ma, Feng |
| Published in: |
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet. - Berlin : De Gruyter, ISSN 1558-3708, ZDB-ID 1385261-9. - Vol. 25.2021, 2, Art.-No. 20190066, p. 1-19
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| Subject: | nonlinear ARDL | oil price shocks | sector stock returns | transmission channels | Ölpreis | Oil price | Kapitaleinkommen | Capital income | Schock | Shock | Volatilität | Volatility | ARCH-Modell | ARCH model | Wirkungsanalyse | Impact assessment | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | VAR-Modell | VAR model | Kointegration | Cointegration |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1515/snde-2019-0066 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012507450