Article ID Journal Published Year Pages File Type
1002930 Research in International Business and Finance 2014 15 Pages PDF
Abstract
Logarithm of the Brent oil price (black lines) and filtered probabilities for the local non-stationary with high-volatility regime (blue line).
Keywords
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Social Sciences and Humanities Business, Management and Accounting Business and International Management
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Non-linear dynamics in international resource markets: Evidence from regime switching approach
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