Blar i BI Open på forfatter "Lindstad, Christina"
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Shocks and stocks: An examination of stock market returns and -uolatility in relation to changes in the oil marke
Lyford, Nina Emelie; Lindstad, Christina (Master thesis, 2023)This paper reexamines the dynamic relationship of the oil- and stock markets by extending the original Structural vector autoregressive model (SVAR) for oil market shocks, proposed by Kilian (2009), to include two separate ... -
Shocks and stocks: An examination of stock market returns and -uolatility in relation to changes in the oil market
Lyford, Nina Emelie; Lindstad, Christina (Master thesis, 2023)This paper reexamines the dynamic relationship of the oil- and stock markets by extending the original Structural vector autoregressive model (SVAR) for oil market shocks, proposed by Kilian (2009), to include two separate ...