Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach
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DOI: 10.1016/j.energy.2024.132475
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Keywords
Sovereign bond yields; TVP-SVAR-SV model; Oil price shocks; COVID-19; Developed economics;All these keywords.
JEL classification:
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
- G1 - Financial Economics - - General Financial Markets
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
- H63 - Public Economics - - National Budget, Deficit, and Debt - - - Debt; Debt Management; Sovereign Debt
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