A wavelet-based nonlinear ARDL model for assessing the exchange rate pass-through to crude oil prices
Rania Jammazi, Amine Lahiani, Duc Khuong Nguyen
| Year of publication: |
January 2015
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|---|---|
| Authors: | Jammazi, Rania ; Lahiani, Amine ; Nguyen, Duc Khuong |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 34.2015, p. 173-187
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| Subject: | Oil prices | US dollar exchange rates | Wavelet | NARDL | Ölpreis | Oil price | Wechselkurs | Exchange rate | US-Dollar | US dollar | Exchange Rate Pass-Through | Exchange rate pass-through | USA | United States | Kointegration | Cointegration | Zustandsraummodell | State space model | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2014.11.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474509