Oil price shocks and yield curve dynamics in emerging markets
Oguzhan Cepni, Rangan Gupta, Cenk C. Karahan, Brian Lucey
| Year of publication: |
2022
|
|---|---|
| Authors: | Cepni, Oguzhan ; Gupta, Rangan ; Karahan, Cenk C. ; Lucey, Brian M. |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 80.2022, p. 613-623
|
| Subject: | Emerging markets | Local projections | Oil price | Supply and demand shocks | Yield curve factors | Schwellenländer | Emerging economies | Ölpreis | Zinsstruktur | Yield curve | Schock | Shock | VAR-Modell | VAR model | Wirkungsanalyse | Impact assessment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2022.02.065 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013342637