Heterogeneity dependence between oil prices and exchange rate : evidence from a parametric test of Granger causality in quantiles
Year of publication: |
2022
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Authors: | Jiang, Yong ; Ren, Yi-Shuai ; Narayan, Seema ; Ma, Chao-Qun ; Yang, Xiao-Guang |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 62.2022, p. 1-15
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Subject: | Exchange rate | Granger causality in quantiles | Heterogeneity dependence | Oil price | Ölpreis | Kausalanalyse | Causality analysis | Wechselkurs | Kointegration | Cointegration | Statistischer Test | Statistical test | Schätzung | Estimation |
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