Showing 1 - 10 of 273
Persistent link: https://www.econbiz.de/10010457233
Persistent link: https://www.econbiz.de/10011699690
African forex markets. To gauge the dynamics of shock transmission, we employ the TVP-VAR connectedness model using daily data … spanning over the period 2000-2023. We show that shock transmission between oil-exporting and oil-importing countries … heterogeneously depends on oil and GPR innovations. We also provide empirical evidence that return and volatility shock transmission …
Persistent link: https://www.econbiz.de/10015046270
Persistent link: https://www.econbiz.de/10011565043
Persistent link: https://www.econbiz.de/10012512619
Persistent link: https://www.econbiz.de/10003744730
Persistent link: https://www.econbiz.de/10011298961
Persistent link: https://www.econbiz.de/10011298963
Persistent link: https://www.econbiz.de/10009724765
Persistent link: https://www.econbiz.de/10009688817