The dynamics of economic growth, oil prices, stock market depth, and other macroeconomic variables : evidence from the G-20 countries
Year of publication: |
May 2015
|
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Authors: | Pradhan, Rudra Prakash ; Arvin, B. Mak ; Ghoshray, Atanu |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 39.2015, p. 84-95
|
Subject: | Oil prices | Stock market depth | Economic growth | Other macroeconomic variables | Panel VAR | Granger causality | G-20 countries | Wirtschaftswachstum | Ölpreis | Oil price | Kausalanalyse | Causality analysis | VAR-Modell | VAR model | Börsenkurs | Share price | Welt | World | Aktienmarkt | Stock market | Kointegration | Cointegration | Schätzung | Estimation |
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