Crude Oil Price shocks to Emerging Markets: Evaluating the BRICs Case
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Dogah, Kingsley E. & Premaratne, Gamini, 2018. "Sectoral exposure of financial markets to oil risk factors in BRICS countries," Energy Economics, Elsevier, vol. 76(C), pages 228-256.
- Muhammad Irfan Malik & Abdul Rashid, 2017. "Return And Volatility Spillover Between Sectoral Stock And Oil Price: Evidence From Pakistan Stock Exchange," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 12(02), pages 1-22, June.
- Ibrahim Turhan & Erk Hacihasanoglu & Ugur Soytas, 2013.
"Oil Prices and Emerging Market Exchange Rates,"
Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 49(S1), pages 21-36, January.
- M. Ibrahim Turhan & Erk Hacihasanoglu & Ugur Soytas, 2012. "Oil Prices and Emerging Market Exchange Rates," Working Papers 1201, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Hacihasanoglu, Erk & Turhan, Ibrahim M. & Soytas, Ugur, 2012. "Oil prices and emerging market exchange rates," MPRA Paper 36477, University Library of Munich, Germany.
More about this item
KeywordsMultivariate GARCH; Cointegration; Oil Price; Stock markets; VECM;
- O16 - Economic Development, Innovation, Technological Change, and Growth - - Economic Development - - - Financial Markets; Saving and Capital Investment; Corporate Finance and Governance
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- Q4 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ENE-2010-06-04 (Energy Economics)
- NEP-IFN-2010-06-04 (International Finance)
- NEP-TRA-2010-06-04 (Transition Economics)
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