Interaction between oil price and investor sentiment : nonlinear causality, time-varying influence, and asymmetric effect
Year of publication: |
2019
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Authors: | He, Zhifang ; Zhou, Fangzhao ; Xia, Xiaohua ; Wen, Fenghua ; Huang, Yiyuan |
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. 55.2019, 12, p. 2756-2773
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Subject: | asymmetric effect | investor sentiment | oil price | time-varying influence | Ölpreis | Oil price | Anlageverhalten | Behavioural finance | Schätzung | Estimation | Kausalanalyse | Causality analysis |
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