Filis, George; Chatziantoniou, Ioannis - In: Review of Quantitative Finance and Accounting 42 (2014) 4, pp. 709-729
In this study, we investigate the financial and monetary policy responses to oil price shocks using a Structural VAR framework. We distinguish between net oil-importing and net oil-exporting countries. Since the 80s, a significant number of empirical studies have been published investigating the...