Interaction between oil price and investor sentiment : nonlinear causality, time-varying influence, and asymmetric effect
Zhifang He, Fangzhao Zhou, Xiaohua Xia, Fenghua Wen, and Yiyuan Huang
| Year of publication: |
2019
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|---|---|
| Authors: | He, Zhifang ; Zhou, Fangzhao ; Xia, Xiaohua ; Wen, Fenghua ; Huang, Yiyuan |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 55.2019, 12, p. 2756-2773
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| Subject: | asymmetric effect | investor sentiment | oil price | time-varying influence | Ölpreis | Oil price | Anlageverhalten | Behavioural finance | Volatilität | Volatility | Schätzung | Estimation | Prognoseverfahren | Forecasting model | VAR-Modell | VAR model | Kausalanalyse | Causality analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2019.1635450 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012211032