Crude Oil Price shocks to Emerging Markets: Evaluating the BRICs Case
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- Ibrahim Turhan & Erk Hacihasanoglu & Ugur Soytas, 2013.
"Oil Prices and Emerging Market Exchange Rates,"
Emerging Markets Finance and Trade,
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- Hacihasanoglu, Erk & Turhan, Ibrahim M. & Soytas, Ugur, 2012. "Oil prices and emerging market exchange rates," MPRA Paper 36477, University Library of Munich, Germany.
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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-ALL-2010-06-04 (All new papers)
- 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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