Heterogeneous impacts of international oil price shocks on the stock market : evidence from China
Xiang Zhang and Lu Liu
| Year of publication: |
2020
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|---|---|
| Authors: | Zhang, Xiang ; Liu, Lu |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 56.2020, 12, p. 2749-2771
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| Subject: | financialization | nonlinear effects | oil price shock decomposition | sectoral data | threshold structural VAR | Ölpreis | Oil price | VAR-Modell | VAR model | China | Wirkungsanalyse | Impact assessment | Volatilität | Volatility | Schock | Shock | Börsenkurs | Share price | Aktienmarkt | Stock market | Schätzung | Estimation |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2019.1567263 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012312677