A new look at the oil prices and exchange rates nexus : a quantile cointegrating regression approach to South Korea
Jungho Baek
| Year of publication: |
2021
|
|---|---|
| Authors: | Baek, Jungho |
| Subject: | Asymmetry | oil prices | quantile ardl | south korea | won | Südkorea | South Korea | Ölpreis | Oil price | Wechselkurs | Exchange rate | Kointegration | Cointegration | Regressionsanalyse | Regression analysis | Schätzung | Estimation | ARCH-Modell | ARCH model | Volatilität | Volatility |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2021.1946475 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012697927