Assessing the impacts of global economic policy uncertainty and the long-term bond yields on oil prices
Purpose – Might the impact of the global economic policy uncertainty (GEPU) and the long-term bond yields on oil prices be asymmetric? This paper aims to consider the effects of the GEPU and the US long-term government bond yields on oil prices using quantile-based analysis and nonlinear vector auto...
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| Format: | Article |
| Language: | English |
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Emerald Publishing
2021-10-01
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| Series: | Applied Economic Analysis |
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| Online Access: | https://www.emerald.com/insight/content/doi/10.1108/AEA-05-2020-0046/full/pdf |