Oil price shocks and stock return volatility : new evidence based on volatility impulse response analysis
Sercan Eraslan, Faek Menla Ali
| Year of publication: |
2018
|
|---|---|
| Authors: | Eraslan, Sercan ; Ali, Faek Menla |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 172.2018, p. 59-62
|
| Subject: | Oil price shocks | Stock returns | Volatility impulse response analysis | Volatilität | Volatility | Ölpreis | Oil price | Schock | Shock | Kapitalmarktrendite | Capital market returns | Kapitaleinkommen | Capital income | VAR-Modell | VAR model | Wirkungsanalyse | Impact assessment | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2018.08.022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012022066