Explaining the time-varying effects of oil market shocks on US stock returns (Q1673446)
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scientific article; zbMATH DE number 6935570
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| English | Explaining the time-varying effects of oil market shocks on US stock returns |
scientific article; zbMATH DE number 6935570 |
Statements
Explaining the time-varying effects of oil market shocks on US stock returns (English)
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12 September 2018
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stock returns
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oil market shocks
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time-varying parameter VAR
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0.8084084391593933
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0.7809978723526001
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0.7363030314445496
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0.7324057817459106
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0.7310804128646851
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