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机译:信用条件是否有关油价震荡对股票回报的影响?来自结构阈值VAR模型的证据
Nanjing Audit Univ Sch Finance Nanjing 211815 Peoples R China|Hunan Univ Business Sch Changsha 410082 Hunan Peoples R China;
Hunan Univ Business Sch Changsha 410082 Hunan Peoples R China|Hunan Univ Ctr Finance & Investment Management Changsha 410082 Hunan Peoples R China;
Hunan Univ Business Sch Changsha 410082 Hunan Peoples R China;
Chinese Acad Sci Acad Math & Syst Sci Beijing 100190 Peoples R China;
Oil price shocks; Stock returns; Credit regimes; Structure threshold VAR; Nonlinear impulse response functions;