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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Autor principal:	Al-Rjoub, Samer A. M.
Formato:	Artículo
Lenguaje:	inglés
Publicado:	2005
Materias:	Oil shocks Stock market reaction
Acceso en línea:	https://dialnet.unirioja.es/servlet/oaiart?codigo=7465816
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