The impact of crude oil price volatility on selected Asian emerging economies

The impact of crude oil price volatility on selected Asian emerging economies

This paper empirically investigates the impact of oil price volatility on six major emerging economies of Asia, namely China, India, Indonesia, Malaysia, Philippines and Thailand. Following Andersen et al. (2004) quarterly oil price volatility is measured by using the realized volatility (RV). For C...

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Bibliographic Details
Main Authors: Salim, Ruhul, Rafiq, S.
Other Authors: Tanzil Hoque
Format: Conference Paper
Published: World Business Institute Australia 2011
Subjects:
Asian financial crisis
Emerging economies
Oil price volatility
Generalized variance decompositions
Generalized impulse response functions
Online Access:http://www.wbiconpro.com/220-Salim.pdf
http://hdl.handle.net/20.500.11937/14857

Internet

http://www.wbiconpro.com/220-Salim.pdf
http://hdl.handle.net/20.500.11937/14857

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