Commodity-price volatility and macroeconomic spillovers : evidence from nine emerging markets
Year of publication: |
January 2016
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Authors: | Hegerty, Scott W. |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 35.2016, p. 23-37
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Subject: | Commodity prices | Volatility | Contagion | Multivariate GARCH | Emerging markets | Volatilität | Schwellenländer | Emerging economies | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Rohstoffpreis | Commodity price | Schätzung | Estimation | Welt | World |
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