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Advanced Time Series Analysis
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Assessing Dynamic Relationships Between Oil Price, Macroeconomy and Stock Market Returns in the U.S, Canada and China: A Short-run SVAR Approach
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Year
Spring 2019
1
School
Emory College
1
Department / Specialty
Economics
1
Degree
B.A.
1
Submission Type
Honors Thesis
1
Research Field
Economics, Finance
1
Economics, General
1
Economics, Theory
1
Committee
Elena Pesavento, Emory University
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Kelli Lanier, Emory University
1
Manuela Manetta, Emory University
1
Zhanwei (Vivian) Yue, Emory University
1
Keyword
Advanced Time Series Analysis
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Financial Markets
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Identification
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Impulse Response Functions
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Macroeconomics
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