Global liquidity and commodity prices uncertainty using SFAVEC model

Global liquidity and commodity prices uncertainty using SFAVEC model

This paper examines the impact of global liquidity on global commodity prices and asset prices in some major developing and developed economies. Specifically, the global liquidity on global commodity prices and asset prices is investigated using data from six major developing and emerging economies;...

Full description

Bibliographic Details
Main Author: Justice Kyei-Mensah
Format: Article
Language:English
Published: Elsevier 2024-06-01
Series:Research in Globalization
Subjects:
Global liquidity, commodity prices uncertainty
BRICSM M2 economies
G4 M2 economies
Johansen cointegration test
SFAVEC model financial econo
Online Access:http://www.sciencedirect.com/science/article/pii/S2590051X23000795

Internet

http://www.sciencedirect.com/science/article/pii/S2590051X23000795

Similar Items