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Results 1-2 of 2 (Search time: 0.183 seconds).
Volatility spillovers across financial markets: the role of oil price uncertainty
Lee, Seojin
; Kim, Young Min
Article
Issue Date
2022
Citation
APPLIED ECONOMICS LETTERS, v.30, no.17, pp.2342 - 2347
Publisher
ROUTLEDGE JOURNALS, TAYLOR & FRANCIS LTD
Spillover shifts in the FX market: Implication for the behavior of a safe haven currency
Kim, Y.M.;
Lee, S.
Article
Issue Date
2023
Citation
North American Journal of Economics and Finance, v.65
Publisher
Elsevier Inc.
1
Discover
Author
Lee, Seojin
2
Subject
bayesian estimation
1
CONNECTEDNESS
1
CRISES
1
Markov switching
1
Markov-switching
1
Oil price
1
RETURNS
1
RISK
1
Risk transmission
1
Safe haven currencies
1
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Date Issued
2023
1
2022
1
Type
Article
2
Language
English
2
Journal
Applied Economics Letters
1
North American Journal of Economi...
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