A study on unobserved structural innovations of oil price : evidence from global stock, bond, foreign exchange, and energy markets
Year of publication: |
2015
|
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Authors: | Baek, Jungho ; Seo, Ji-Yong |
Published in: |
Review of Pacific Basin financial markets and policies. - Hackensack, NJ [u.a.] : World Scientific, ISSN 0219-0915, ZDB-ID 1465471-4. - Vol. 18.2015, 1, p. 1-17
|
Subject: | Leverage effects | supply shock | demand shock | market shock | spillover effect of volatility | Schock | Shock | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Ölpreis | Oil price | Aktienmarkt | Stock market |
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