A Study on Unobserved Structural Innovations of Oil Price: Evidence from Global Stock, Bond, Foreign Exchange, and Energy Markets
Year of publication: |
2015
|
---|---|
Authors: | Baek, Jungho ; Seo, Ji-Yong |
Published in: |
Review of Pacific Basin Financial Markets and Policies (RPBFMP). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6705. - Vol. 18.2015, 01, p. 1550004-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Leverage effects | supply shock | demand shock | market shock | spillover effect of volatility |
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