Open AccessA Study on the Impact of Oil Price Volatility on Korean Macro Economic Activities : An EGARCH and VECM Approach
Author(s) -
SangSu Kim
Publication year - 2013
Publication title -
journal of distribution science/yutong gwahag yeon'gu
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.19
H-Index - 10
eISSN - 2093-7717
pISSN - 1738-3110
DOI - 10.15722/jds.11.10.201310.73
Subject(s) - volatility (finance) , economics , oil price , macro , econometrics , monetary economics , financial economics , computer science , programming language