Pass-through effects of oil prices on LATAM emerging stocks before and during COVID-19 : an evidence from a Wavelet -VAR analysis
Jesus Cuauhtemoc Tellez Gaytan, Aqila Rafiuddin, Gyanendra Singh Sisodia, Gouher Ahmed, CH Paramaiah
| Year of publication: |
2023
|
|---|---|
| Authors: | Gaytan, Jesus Cuauhtemoc Tellez ; Rafiuddin, Aqila ; Sisodia, Gyanendra Singh ; Ahmed, Gouher ; Paramaiah, CH |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 13.2023, 1, p. 529-543
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| Subject: | Wavelets | Wavelet-VAR | oil pass-through | LATAM stock markets | oil price volatility | Ölpreis | Oil price | Volatilität | Volatility | Coronavirus | Aktienmarkt | Stock market | Ölmarkt | Oil market | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.13761 [DOI] hdl:11159/593903 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014250921