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Macroeconomic Shocks and Volatility Spillovers between Crude Oil and Other Financial Markets
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Outgoing claims: the papers this work cites, builds on, or argues with.
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DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations
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Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors
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Risk and Uncertainty in Monetary Policy
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Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach
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The Distribution of Realized Exchange Rate Volatility
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Asymmetric Volatility Spillover Effects between Crude Oil and Other Financial Markets
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Financial and macroeconomic connectedness: a network approach to measurement and monitoring
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