Oil Price Shocks and Stock Return Volatility : New Evidence Based on Volatility Impulse Response Analysis
Year of publication: |
2019
|
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Authors: | Eraslan, Sercan |
Other Persons: | Menla Ali, Faek (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Ölpreis | Oil price | Volatilität | Volatility | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Zeitreihenanalyse | Time series analysis | Schock | Shock |
Extent: | 1 Online-Ressource (14 p) |
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Series: | Deutsche Bundesbank Discussion Paper ; No. 38/2018 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3259737 [DOI] |
Classification: | C32 - Time-Series Models ; Q43 - Energy and the Macroeconomy |
Source: | ECONIS - Online Catalogue of the ZBW |
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