The impact of macroeconomic uncertainty on international commodity prices : empirical analysis based on TVAR model
Xiaofen Tan and Yongjiao Ma
| Year of publication: |
2017
|
|---|---|
| Authors: | Tan, Xiaofen ; Ma, Yongjiao |
| Published in: |
China finance review international. - Bingley : Emerald, ISSN 2044-1398, ZDB-ID 2681650-7. - Vol. 7.2017, 2, p. 163-184
|
| Subject: | Commodity prices | Macroeconomic uncertainty | Threshold VAR | Rohstoffpreis | Commodity price | Volatilität | Volatility | VAR-Modell | VAR model | Welt | World | Schätzung | Estimation | Wirkungsanalyse | Impact assessment | Risiko | Risk | Rohstoffmarkt | Commodity market | Konjunktur | Business cycle | Schock | Shock |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/CFRI-06-2016-0066 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011797779