The impact of oil price shocks on the stock market return and volatility relationship
Wensheng Kang, Ronald A. Ratti, Kyung Hwan Yoon
| Year of publication: |
January 2015
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|---|---|
| Authors: | Kang, Wensheng ; Ratti, Ronald A. ; Yoon, Kyung Hwan |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 34.2015, p. 41-54
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| Subject: | Stock return and volatility | Oil price shocks | Stock volatility | Structural VAR | Ölpreis | Oil price | Schock | Shock | Börsenkurs | Share price | Kapitalmarktrendite | Capital market returns | Volatilität | Volatility | VAR-Modell | VAR model | USA | United States |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2014.11.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474450