Oil Price and the Stock Market: A Structural VAR Model Identified with an External Instrument

Oil Price and the Stock Market: A Structural VAR Model Identified with an External Instrument

Bibliographic Details
Main Author:	Perez, Tomas Rene
Language:	English
Published:	Miami University / OhioLINK 2020
Subjects:	Economics VAR SVAR Vector Autoregression Structural Vector Autoregression Oil Stock Market External Instrument SVAR-IV Returns Oil Price Oil Demand Time Series IRF Impulse Response Function COVID-19
Online Access:	http://rave.ohiolink.edu/etdc/view?acc_num=miami1595877677072786

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