Time-varying and asymmetric effects of the oil-specific demand shock on investor sentiment

The relationship between oil price and investor sentiment is crucial to economic activity. Disentangling the shocks in crude oil price by structural VAR model, this paper analyzes the interaction between oil price shocks and investor sentiment by linear and nonlinear causality approach, TVP-VAR mode...

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Detalles Bibliográficos
Autores principales: He, Zhifang, Zhou, Fangzhao
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2018
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6082526/
https://www.ncbi.nlm.nih.gov/pubmed/30089121
http://dx.doi.org/10.1371/journal.pone.0200734

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6082526/
https://www.ncbi.nlm.nih.gov/pubmed/30089121
http://dx.doi.org/10.1371/journal.pone.0200734

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