Browsing BI Research Centre's Series by Subject "oil-stock price nexus"
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Oil and the Stock Market Revisited: A mixed functional VAR approach
(CAMP Working Paper Series;03/2023, Working paper, 2023-03-13)This paper proposes a new mixed vector autoregression (MVAR) model to examine the relationship between aggregate time series and functional variables in a multivariate setting. The model facilitates a re examination of the ...