Showing 1 - 10 of 65
Persistent link: https://www.econbiz.de/10013465774
Persistent link: https://www.econbiz.de/10013490921
This paper presents a high-frequency structural VAR framework for identifying oil price shocks and examining their uncertainty transmission in the U.S. macroeconomy and financial markets. Leveraging the stylized features of financial data - specifically, volatility clustering effectively...
Persistent link: https://www.econbiz.de/10015143999
Persistent link: https://www.econbiz.de/10003994008
Persistent link: https://www.econbiz.de/10003994086
Persistent link: https://www.econbiz.de/10009301421
Persistent link: https://www.econbiz.de/10009772364
Persistent link: https://www.econbiz.de/10009613574
Persistent link: https://www.econbiz.de/10009619756
Persistent link: https://www.econbiz.de/10010400146