Oil-Price volatility and macroeconomic spillovers in Central and Eastern Europe : evidence from a multivariate GARCH model
Year of publication: |
2015
|
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Authors: | Hegerty, Scott W. |
Published in: |
Zagreb international review of economics & business. - Zagreb, ISSN 1331-5609, ZDB-ID 2095154-1. - Vol. 18.2015, 2, p. 31-43
|
Subject: | Oil Prices | Volatility | Multivariate GARCH | Spillovers | Central/Eastern Europe | Volatilität | Spillover-Effekt | Spillover effect | ARCH-Modell | ARCH model | Ölpreis | Oil price | Osteuropa | Eastern Europe | Multivariate Analyse | Multivariate analysis |
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