Relationships among Energy Price Shocks, Stock Market, and the Macroeconomy: Evidence from China

This paper investigates the interactive relationships among China energy price shocks, stock market, and the macroeconomy using multivariate vector autoregression. The results indicate that there is a long cointegration among them. A 1% rise in the energy price index can depress the stock market ind...

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Detalles Bibliográficos
Autores principales: Cong, Rong-Gang, Shen, Shaochuan
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi Publishing Corporation 2013
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3654288/
https://www.ncbi.nlm.nih.gov/pubmed/23690737
http://dx.doi.org/10.1155/2013/171868

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3654288/
https://www.ncbi.nlm.nih.gov/pubmed/23690737
http://dx.doi.org/10.1155/2013/171868

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