Dynamic responses of major Pacific Rim emerging equity markets to the US crude oil fear index (OVX)
Bahram Adrangi and Arjun Chatrath
| Year of publication: |
2022
|
|---|---|
| Authors: | Adrangi, Bahram ; Chatrath, Arjun |
| Published in: |
Bulletin of applied economics. - Christchurch, New Zealand : Scientific Press International Limited, ISSN 2056-3728, ZDB-ID 2818826-3. - Vol. 9.2022, 1, p. 51-84
|
| Subject: | volatility | Pacific Rim Equity Markets | OVX | structural vector autoregression | GARCH Models | causality | Volatilität | Volatility | Aktienmarkt | Stock market | Asiatisch-pazifischer Raum | Asia-Pacific region | ARCH-Modell | ARCH model | VAR-Modell | VAR model | USA | United States | Japan |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.47260/bac/915 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013407338