Oil shocks and stock volatility : new evidence via a Bayesian, graph-based VAR approach
Libo Yin and Xiyuan Ma
| Year of publication: |
2020
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|---|---|
| Authors: | Yin, Libo ; Ma, Xiyuan |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 52.2020, 11, p. 1163-1180
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| Subject: | Bayesian graph-based VAR | Oil shocks | stock volatility | structural relationships | time-varying | VAR-Modell | VAR model | Volatilität | Volatility | Ölpreis | Oil price | Schock | Shock | Bayes-Statistik | Bayesian inference | Börsenkurs | Share price | ARCH-Modell | ARCH model |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2019.1659497 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012197521