The zero lower bound and market spillovers : evidence from the G7 and Norway
Year of publication: |
April 2018
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Authors: | Kyritsis, Evangelos ; Serletis, Apostolos |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 44.2018, p. 100-123
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Subject: | Crude oil | Financial markets | Mean and volatility spillovers | Structural breaks | VARMA-BEKK model | Spillover-Effekt | Spillover effect | Finanzmarkt | Financial market | Volatilität | Volatility | Norwegen | Norway | ARCH-Modell | ARCH model | Strukturbruch | Structural break | Niedrigzinspolitik | Low-interest-rate policy | Ölmarkt | Oil market |
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