Oil price shocks and credit spread : structural effect and dynamic spillover
Yong Jiang, Cenjie Liu, Rui Xie
| Year of publication: |
2021
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| Authors: | Jiang, Yong ; Liu, Cenjie ; Xie, Rui |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 58.2021, p. 1-22
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| Subject: | Credit spread | Dynamic spillover | Oil price shocks | SVAR model | US oil supply | Ölpreis | Oil price | USA | United States | VAR-Modell | VAR model | Spillover-Effekt | Spillover effect | Zinsstruktur | Yield curve | Schock | Shock | Kreditrisiko | Credit risk | Ölmarkt | Oil market | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2021.101467 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013186472