中国科学院机构知识库网格系统: 检索

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	Do credit conditions matter for the impact of oil price shocks on stock returns? Evidence from a structural threshold VAR model 期刊论文 OAI收割 INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2021, 卷号: 72, 页码: 1-15 作者: Jiang, Yong; Wang, Gang-Jin; Ma, Chaoqun \| 收藏 \| 浏览/下载：37/0 \| 提交时间：2021/04/26 Oil price shocks Stock returns Credit regimes Structure threshold VAR Nonlinear impulse response functions
	Stock Market Volatility and Return Analysis: A Systematic Literature Review 期刊论文 OAI收割 ENTROPY, 2020, 卷号: 22, 期号: 5, 页码: 18 作者: Bhowmik, Roni; Wang, Shouyang \| 收藏 \| 浏览/下载：18/0 \| 提交时间：2020/09/23 stock returns volatility GARCH family model complexity in market volatility forecasting
	Response pattern of stock returns to international oil price shocks: From the perspective of China's oil industrial chain 期刊论文 OAI收割 APPLIED ENERGY, 2017, 卷号: 185, 页码: 1821-1831 作者: Li, Qiming; Cheng, Ke; Yang, Xiaoguang \| 收藏 \| 浏览/下载：21/0 \| 提交时间：2018/07/30 Oil price shock China's oil sector Industrial chain Stock returns
	Investor sentiment in the Chinese stock market: an empirical analysis 期刊论文 OAI收割 APPLIED ECONOMICS LETTERS, 2012, 卷号: 19, 期号: 4, 页码: 345-348 作者: Chi LX(池丽旭); Zhuang XT(庄新田); Song DL(宋大雷); Chi LX(池丽旭); Zhuang XT(庄新田) 收藏 \| 浏览/下载：33/0 \| 提交时间：2015/07/12 investor sentiment stock market volatility stock returns