Search Results - person:"Nersisyan, Liana"

Oil price shocks and bond risk premia : evidence from a panel of 15 countries

Iania, Leonardo; Lyrio, Marco; Nersisyan, Liana - In: Energy economics 139 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015533103

Oil Price Shocks and Bond Risk Premia Evidence from a Panel of 15 Countries

Iania, Leonardo; Lyrio, Marco; Nersisyan, Liana - 2023

We study the effect of oil price shocks on bond risk premia. Based on Baumeister and Hamilton (2019), we identify the different sources of oil price shocks using a structural vector autoregressive (SVAR) model of the global market for crude oil. These structural factors are then used as...

Persistent link: https://www.econbiz.de/10014356281

Oil Price Shocks and Bond Risk Premia : Evidence from a Panel of 15 Countries

Iania, Leonardo; Lyrio, Marco; Nersisyan, Liana - 2023

Persistent link: https://www.econbiz.de/10014350910