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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 20191

School

Emory College1

Department

Economics1

Degree

B.A.1

Submission Type

Honors Thesis1

Research Field

Economics, Finance1
Economics, General1
Economics, Theory1

Committee

Elena Pesavento, Emory University1
Kelli Lanier, Emory University1
Manuela Manetta, Emory University1
Zhanwei (Vivian) Yue, Emory University1

Keyword

Advanced Time Series Analysis[remove]1
Financial Markets1
Identification1
Impulse Response Functions1
Macroeconomics1
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