Effect of Oil Price Shocks in the U.S. for 1985-2004, using VAR, Mixed Dynamic and Granger Causality Approaches
This paper uses bivariate VAR, Mixed Dynamic and Granger Causality Approaches, to analyze the news effect of oil prices on the stock market index in the U.S during the recent oil price hikes from the late eighties up to date. All used models show similar evidence. They suggest that oil shock negativ...
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| Formato: | Artículo |
| Lenguaje: | inglés |
| Publicado: |
2005
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| Materias: | |
| Acceso en línea: | https://dialnet.unirioja.es/servlet/oaiart?codigo=7465816 |
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