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Movements in international bond markets: The role of oil prices · Study

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ArticleMovements in international bond markets: The role of oil prices

Şaban Nazlıoğlu2020

Article2020

Movements in international bond markets: The role of oil prices

Şaban Nazlıoğlu · Rangan Gupta · Elie I. Bouri

62 citations·0/0 files stored·International Review of Economics & Finance

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Market Dynamics and Volatility Economics of Agriculture and Food Markets Financial Risk and Volatility Modeling

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References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1992Testing the null hypothesis of stationarity against the alternative of a unit root 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 1995Statistical inference in vector autoregressions with possibly integrated processes 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis

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2021Oil price risk exposure of BRIC stock markets and hedging effectiveness 2022Green Bond Index Prediction Based on CEEMDAN-LSTM 2024Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning

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Year2020

Typearticle

Published2020-03-19

VenueInternational Review of Economics & Finance

ISSN-L1059-0560

Languageen

Citations62

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.iref.2020.03.004

openalex_workW2947747368

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