Oil price volatility and the US stock market
Sajjadur Rahman
| Year of publication: |
2021
|
|---|---|
| Authors: | Rahman, Sajjadur |
| Published in: |
Empirical economics : a quarterly journal of the Institute for Advanced Studies. - Berlin : Springer, ISSN 1435-8921, ZDB-ID 1462176-9. - Vol. 61.2021, 3, p. 1461-1489
|
| Subject: | Crude oil | Stochastic volatility | Structural vector autoregression | Ölpreis | Oil price | Volatilität | Volatility | VAR-Modell | VAR model | USA | United States | Welt | World | Börsenkurs | Share price | Erdöl | Petroleum | ARCH-Modell | ARCH model | Stochastischer Prozess | Stochastic process |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-020-01906-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012616956