Dynamic spillovers between U.S. climate policy uncertainty and global foreign exchange markets: the pass-through effect of crude oil prices

This study aims to investigate the time-varying spillover effects of the U.S. climate policy uncertainty (U.S. CPU) shock on crude oil prices and exchange rates by utilizing the DCC-GARCH connectedness approach. The results show that U.S.CPU is the largest net transmitter, followed by the crude oil...

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Detalles Bibliográficos
Autor principal: Li, Xin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2022
Materias:
Original Paper
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9466306/
https://www.ncbi.nlm.nih.gov/pubmed/36118955
http://dx.doi.org/10.1007/s12076-022-00318-4

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9466306/
https://www.ncbi.nlm.nih.gov/pubmed/36118955
http://dx.doi.org/10.1007/s12076-022-00318-4

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