Crude oil and BRICS stock markets under extreme shocks : new evidence
Lu Wang, Feng Ma, Tianjiao Niu, Chengting He
| Year of publication: |
2020
|
|---|---|
| Authors: | Wang, Lu ; Ma, Feng ; Niu, Tianjiao ; He, Chengting |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 86.2020, p. 54-68
|
| Subject: | Granger causality test | Extreme shocks | BRICS | Stock market | Crude oil | Schock | Shock | BRICS-Staaten | BRICS countries | Aktienmarkt | Kausalanalyse | Causality analysis | Ölpreis | Oil price | Börsenkurs | Share price | Erdöl | Petroleum | Volatilität | Volatility | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2019.06.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012415223