Does crude oil fire the emerging markets currencies contagion spillover? : a systemic perspective
Pawan Kumar, Vipul Kumar Singh
| Year of publication: |
2022
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|---|---|
| Authors: | Kumar, Pawan ; Singh, Vipul Kumar |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 116.2022, p. 1-22
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| Subject: | Crude oil | Emerging markets | Exchange rate | GFEVD | Implied volatility | Minimum spillover portfolio | Network | Schwellenländer | Emerging economies | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Wechselkurs | Ölpreis | Oil price | Erdöl | Petroleum | Welt | World | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106384 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013542126