Oil currencies in the face of oil shocks : what can be learned from time-varying specifications?
Jean-Pierre Allegret, Cécile Couharde, Valérie Mignon, Tovonony Razafindrabe
| Year of publication: |
[2015]
|
|---|---|
| Authors: | Allegret, Jean-Pierre ; Couharde, Cécile ; Mignon, Valérie ; Razafindrabe, Tovonony |
| Publisher: |
Nanterre : Université de Paris Ouest Nanterre La Défense |
| Subject: | oil currencies | oil shocks | Time-Varying Parameter VAR model | VAR-Modell | VAR model | Ölpreis | Oil price | Schock | Shock | Schätzung | Estimation | Ölmarkt | Oil market | Welt | World | Volatilität | Volatility | Erdölindustrie | Oil industry |
freely available
| Extent: | 1 Online-Ressource (circa 39 Seiten) Illustrationen |
|---|---|
| Series: | Document de travail. - Nanterre : [Verlag nicht ermittelbar], ZDB-ID 2817159-7. - Vol. 2015, 38 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011736571