Oil price fluctuation, stock market and macroeconomic fundamentals : evidence from China before and after the financial crisis
Yu Wei, Songkun Qin, Xiafei Li, Sha Zhu, Guiwu Wei
| Year of publication: |
2019
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|---|---|
| Authors: | Wei, Yu ; Qin, Songkun ; Li, Xiafei ; Zhu, Sha ; Wei, Guiwu |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 30.2019, p. 23-29
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| Subject: | Oil futures price | China stock market | Threshold cointegration | Structural break | Macroeconomic transmission channel | China | Ölpreis | Oil price | Kointegration | Cointegration | Aktienmarkt | Stock market | Strukturbruch | Volatilität | Volatility | Börsenkurs | Share price | Finanzkrise | Financial crisis | Wirkungsanalyse | Impact assessment | VAR-Modell | VAR model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.03.028 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012420181