Does oil price volatility matter for Asian emerging economies?
Shuddhasattwa Rafiq, Ruhul Salim
| Year of publication: |
October 2014
|
|---|---|
| Authors: | Rafiq, Shuddhasattwa ; Salim, Ruhul A. |
| Published in: |
Economic analysis and policy : EAP ; journal of the Economic Society of Australia. - Amsterdam [u.a.] : Elsevier, ISSN 0313-5926, ZDB-ID 2439247-9. - Vol. 44.2014, 4, p. 417-441
|
| Subject: | Oil price volatility | Cross-sectional dependence | Bayesian VAR | Generalized impulse response functions | Generalized variance decompositions | Ölpreis | Oil price | Volatilität | Volatility | VAR-Modell | VAR model | Asien | Asia | ARCH-Modell | ARCH model | Schwellenländer | Emerging economies |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eap.2014.11.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011483642