Fiscaoeconomia
The Interaction Between Oil Price and Financial Stress: Evidence from the U.S. Data
Yazarlar: Onur POLAT
Cilt 2 , Sayı 2 , 2018 , Sayfalar 15 - 36
Konular:İşletme
DOI:10.25295/fsecon.2018.02.002
Anahtar Kelimeler:Oil Price Shocks,Financial Stress Index,SVAR,DCC-GARCH
Özet: This study examines linkages between daily oıl price dynamics and financial stress. We analyze the dynamic interaction mechanism between daily WTI crude oil prices and financial stress index of the United States developed by Polat (2017) with Structural VAR model in 01/10/1993 - 11/18/2016 period. The empirical results of the study suggest that there exist a significant relationship between oil price dynamics and financial stress and the relationship is dominated by the short-run.
ATIFLAR
Atıf Yapan Eserler
KAYNAK GÖSTER
BibTex
KOPYALA
@article{2018, title={The Interaction Between Oil Price and Financial Stress: Evidence from the U.S. Data}, volume={2}, number={2}, publisher={Fiscaoeconomia}, author={Onur POLAT}, year={2018}, pages={15–36} }
APA
KOPYALA
Onur POLAT. (2018). The Interaction Between Oil Price and Financial Stress: Evidence from the U.S. Data (Vol. 2, pp. 15–36). Vol. 2, pp. 15–36. Fiscaoeconomia.
MLA
KOPYALA
Onur POLAT. The Interaction Between Oil Price and Financial Stress: Evidence from the U.S. Data. no. 2, Fiscaoeconomia, 2018, pp. 15–36.