Open AccessA Study on the Impact of Oil Price Volatility on Korean Macro Economic Activities : An EGARCH and VECM Approach
Author(s) -
Sang-Su Kim
Publication year - 2013
Publication title -
journal of distribution science
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.19
H-Index - 10
eISSN - 2093-7717
pISSN - 1738-3110
DOI - 10.13106/jds.2013.vol11.no10.73.
Subject(s) - economics , oil price , macro , volatility (finance) , econometrics , monetary economics , computer science , programming language