Explaining the time-varying effects of oil market shocks on US stock returns
type: Item
instance of: scholarly article
title: Explaining the time-varying effects of oil market shocks on US stock returns
zbMATH Open document ID: 1398.62296
author: Claudia Foroni
author: Pierre Guérin
author: Massimiliano Marcellino
published in: Economics Letters
publication date: 2018-09-12T00:00:00Z
full work available at URL: RePEc:igi:igierp:597
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
zbMATH DE Number: 6935570
zbMATH Keywords: stock returns
zbMATH Keywords: oil market shocks
zbMATH Keywords: time-varying parameter VAR
describes a project that uses: bvarsv
MaRDI profile type: Publication
OpenAlex ID: W2600690186
cites work: Structural changes in the US economy: is there a role for monetary policy?
cites work: Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum
cites work: Structural Vector Autoregressive Analysis
DOI: 10.1016/J.ECONLET.2017.03.017
description: scientific article; zbMATH DE number 6935570