Time-varying effects of oil price shocks on financial stress : evidence from India
Year of publication: |
2023
|
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Authors: | Anand, B. ; Paul, Sunil ; Nair, Aswathi R. |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 122.2023, p. 1-16
|
Subject: | Crude oil | Financial stress index | Time-varying VAR | Ölpreis | Oil price | Indien | India | Finanzkrise | Financial crisis | VAR-Modell | VAR model | Indexberechnung | Index construction | Konjunktur | Business cycle |
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