The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate : evidence from implied volatility indices
Meiyu Tian, Wanyang Li, Fenghua Wen
| Year of publication: |
2021
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|---|---|
| Authors: | Tian, Meiyu ; Li, Wanyang ; Wen, Fenghua |
| 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. 55.2021, p. 1-21
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| Subject: | Chinese stock market | Implied volatility indices | Oil market | The USD/RMB exchange rate | Time-varying effect | Volatilität | Volatility | Ölpreis | Oil price | Wechselkurs | Exchange rate | Aktienmarkt | Stock market | China |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101310 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012667743