A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates
Year of publication: |
November 2015
|
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Authors: | Balcilar, Mehmet ; Hammoudeh, Shawkat ; Asaba, Nwin-Anefo Fru |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 40.2015, p. 72-89
|
Subject: | Markov-switching VEC model | Oil prices | Precious metal prices | Regime-dependent impulse response function | Information transmission | Ölpreis | Oil price | Welt | World | Preis | Price | Edelmetall | Precious metal | Wechselkurs | Exchange rate | Schätzung | Estimation |
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