Showing 1 - 10 of 6,479
We study the impact of oil price shocks on US stock market volatility. We derive three different structural oil shock … variables (i.e. aggregate demand, oil-supply, and oil-demand shocks) and relate them to stock market volatility, using bivariate … stock market volatility only with delay. This implies that innovations to the price of crude oil are not strictly exogenous …
Persistent link: https://www.econbiz.de/10010476423
Persistent link: https://www.econbiz.de/10011916698
Persistent link: https://www.econbiz.de/10011796409
Persistent link: https://www.econbiz.de/10012596121
Persistent link: https://www.econbiz.de/10012515034
Persistent link: https://www.econbiz.de/10011311800
Persistent link: https://www.econbiz.de/10009751625
Persistent link: https://www.econbiz.de/10009724768
Persistent link: https://www.econbiz.de/10011440530
Persistent link: https://www.econbiz.de/10011564841