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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Hindawi Publishing Corporation
2013
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| 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 |