On the identification of the oil-stock market relationship
Ioannis Arampatzidis, Theodore Panagiotidis
| Year of publication: |
2023
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|---|---|
| Authors: | Arampatzidis, Ioannis ; Panagiōtidēs, Theodōros |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 120.2023, p. 1-13
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| Subject: | Bayesian SVAR | Identification | Oil market shocks | Stock market | US industries | Schock | Shock | VAR-Modell | VAR model | Ölpreis | Oil price | Börsenkurs | Share price | Aktienmarkt | Bayes-Statistik | Bayesian inference | Ölmarkt | Oil market | USA | United States | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2022.106157 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014384178