A comparative analysis of the dynamic relationship between oil prices and exchange rates
M. Ibrahim Turhan; Ahmet Sensoy; Erk Hacihasanoglu
| Year of publication: |
2014
|
|---|---|
| Authors: | Turhan, M. Ibrahim ; Sensoy, Ahmet ; Hacihasanoglu, Erk |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 32.2014, p. 397-414
|
| Subject: | Exchange rate | Crude oil | G20 | Dynamic conditional correlation | Penalized contrast function | Ölpreis | Oil price | Wechselkurs | Korrelation | Correlation | Erdöl | Petroleum | Ölmarkt | Oil market | Schätzung | Estimation | Volatilität | Volatility | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011299783