The Interaction Between Oil Price and Financial Stress: Evidence from the U.S. Data

Onur POLAT

doi:https://doi.org/10.25295/fsecon.2018.02.002

Makale detayları

The Interaction Between Oil Price and Financial Stress: Evidence from the U.S. Data

Yazarlar:

Onur POLAT

Yayıncı:

Ahmet Arif EREN

Ana Başlıklar:

Yönetim

Dergi:

Fiscaoeconomia 2018 Vol.2 Issue 2, pp.15-36

Belge Tipi:

Makale

Yayın Tarihi:

5/2018

Belge Dili:

İngilizce

Document ID (Org No.):

2000710797

Sıklık:

Üç Yıllık

eISSN:

2564-7504

DOI:

https://doi.org/10.25295/fsecon.2018.02.002

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.

Makale detayları

The Interaction Between Oil Price and Financial Stress: Evidence from the U.S. Data

Yazarlar: Onur POLAT

Yayıncı: Ahmet Arif EREN

Ana Başlıklar: Yönetim

Dergi: Fiscaoeconomia 2018 Vol.2 Issue 2, pp.15-36

Belge Tipi: Makale

Yayın Tarihi: 5/2018

Belge Dili: İngilizce

Document ID (Org No.): 2000710797

Sıklık: Üç Yıllık

eISSN: 2564-7504

DOI: https://doi.org/10.25295/fsecon.2018.02.002

Sayı

Yazarlar:

Onur POLAT

Yayıncı:

Ahmet Arif EREN

Ana Başlıklar:

Yönetim

Dergi:

Fiscaoeconomia 2018 Vol.2 Issue 2, pp.15-36

Belge Tipi:

Makale

Yayın Tarihi:

5/2018

Belge Dili:

İngilizce

Document ID (Org No.):

2000710797

Sıklık:

Üç Yıllık

eISSN:

2564-7504

DOI:

https://doi.org/10.25295/fsecon.2018.02.002