Oil price uncertainty and real exchange rate in a global VAR framework : a note
Abdullahi Musa, Afees A. Salisu, Saleh Abulbashar, Chinecherem D. Okoronkwo
| Year of publication: |
2022
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|---|---|
| Authors: | Musa, Abdullahi Usman ; Salisu, Afees A. ; Abulbashar, Saleh ; Okoronkwo, Chinecherem D. |
| Published in: |
Journal of economics and finance : JEF. - New York, NY : Springer, ISSN 1938-9744, ZDB-ID 2069807-0. - Vol. 46.2022, 4, p. 704-712
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| Subject: | Global vector autoregressive model | Oil Price uncertainty shocks | Real exchange rate | VAR-Modell | VAR model | Ölpreis | Oil price | Kaufkraftparität | Purchasing power parity | Schock | Shock | Welt | World | Volatilität | Volatility | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s12197-022-09592-w [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013442223