World commodity prices and economic activity in advanced and emerging economies
Year of publication: |
2022
|
---|---|
Authors: | Liu, Jinan ; Serletis, Apostolos |
Published in: |
Open economies review. - Dordrecht [u.a.] : Springer Science + Business Media B.V, ISSN 1573-708X, ZDB-ID 1478937-1. - Vol. 33.2022, 2, p. 347-374
|
Subject: | Copula | Dependence | GARCH-in-Mean model | Schwellenländer | Emerging economies | Welt | World | Industrieländer | Industrialized countries | Multivariate Verteilung | Multivariate distribution | Rohstoffpreis | Commodity price | Rohstoffmarkt | Commodity market | ARCH-Modell | ARCH model |
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