The asymmetric effects of oil price shocks

Macroeconomic Dynamics

Volumn 15, Issue SUPPL. 3, 2011, Pages 437-471

  Rahman, Sajjadur ^a   Serletis, Apostolos ^b  

^a UNIVERSITY OF SASKATCHEWAN   (Canada)

^b UNIVERSITY OF CALGARY   (Canada)

Author keywords

Crude Oil; Multivariate GARCH in Mean VAR; Vector Autoregression; Volatility

Indexed keywords

EID: 84855977665     PISSN: 13651005     EISSN: 14698056     Source Type: Journal    
DOI: 10.1017/S1365100511000204     Document Type: Article

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