Oil price uncertainty and the Canadian economy: Evidence from a VARMA, GARCH-in-Mean, asymmetric BEKK model
Sajjadur Rahman, Apostolos SerletisVolume:
34
Year:
2012
Language:
english
Pages:
8
DOI:
10.1016/j.eneco.2011.08.014
File:
PDF, 616 KB
english, 2012