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~isPartOf:"Discussion paper / Centre for Economic Policy Research"
~isPartOf:"Research in international business and finance"
~source:"econis"
~subject:"Stock market"
~subject:"VAR-Modell"
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1
New evidence of extreme risk transmission between financial stress and international crude oil markets
Hong, Yanran
;
Li, Pan
;
Wang, Lu
;
Zhang, Yaojie
- In:
Research in international business and finance
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014276961
Saved in:
2
The historic oil price fluctuation during the Covid-19 pandemic : what are the causes?
Thai-Ha Le
;
Le, Anh Tu
;
Le, Ha-Chi
- In:
Research in international business and finance
58
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013286734
Saved in:
3
Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors : a tale of two crises
Belhassine, Olfa
- In:
Research in international business and finance
53
(
2020
),
pp. 1-19
Persistent link: https://www.econbiz.de/10012548919
Saved in:
4
The non-linear relationship between oil prices and stock prices : evidence from oil-importing and oil-exporting countries
Pitta de Jesus, Diego
;
Lenin Souza Bezerra, Bruno Felipe
; …
- In:
Research in international business and finance
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012549846
Saved in:
5
Structural interpretation of vector autoregressions with incomplete information: revisiting the role of oil supply and demand shocks : comment
Kilian, Lutz
;
Zhou, Xiaoqing
-
2018
Persistent link: https://www.econbiz.de/10011974133
Saved in:
6
Time-varying impacts of demand and supply oil shocks on correlations between crude oil prices and stock markets indices
Nadal, Raquel
;
Szklo, Alexandre Salem
;
Lucena, André F. P.
- In:
Research in international business and finance
42
(
2017
),
pp. 1011-1020
Persistent link: https://www.econbiz.de/10011760638
Saved in:
7
Why agnostic sign restrictions are not enough : understanding the dynnamics of oil market VAR models
Kilian, Lutz
;
Murphy, Dan
-
2009
Persistent link: https://www.econbiz.de/10003887197
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