Oil price shocks and the term structure of the US yield curve: a time–frequency analysis of spillovers and risk transmission

This paper investigates the influence of oil demand, oil supply, and risk-driven shocks on the yield curve in the US between 1995 and 2020. The US term-structure shape is modeled by three structural factors, the level, slope, and curvature. Their empirical analysis is performed according to the Dieb...

Descripción completa

Detalles Bibliográficos
Autores principales: Umar, Zaghum, Gubareva, Mariya, Teplova, Tamara, Alwahedi, Wafa
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Original Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9166674/
https://www.ncbi.nlm.nih.gov/pubmed/35694373
http://dx.doi.org/10.1007/s10479-022-04786-1

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9166674/
https://www.ncbi.nlm.nih.gov/pubmed/35694373
http://dx.doi.org/10.1007/s10479-022-04786-1

Ejemplares similares