Showing 1 - 10 of 4,984
Persistent link: https://www.econbiz.de/10010207219
Persistent link: https://www.econbiz.de/10011891200
Persistent link: https://www.econbiz.de/10011619569
Persistent link: https://www.econbiz.de/10014247897
Persistent link: https://www.econbiz.de/10011580649
Persistent link: https://www.econbiz.de/10012596121
Persistent link: https://www.econbiz.de/10014227868
Persistent link: https://www.econbiz.de/10013270246
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/10011287185