Assessing the asymmetric effect of local realized exchange rate volatility and implied volatilities in energy market on exchange rate returns in BRICS
Year of publication: |
2023
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Authors: | Qabhobho, Thobekile |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 13.2023, 2, p. 231-239
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Subject: | Asymmetric Effect | BRICS | Implied Volatilities in Energy Market | Currency Returns | Quantile Regression | Volatilität | Volatility | Wechselkurs | Exchange rate | Energiemarkt | Energy market | BRICS-Staaten | BRICS countries | Schätzung | Estimation | Kapitaleinkommen | Capital income |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.32479/ijeep.13685 [DOI] hdl:11159/593884 [Handle] |
Source: | ECONIS - Online Catalogue of the ZBW |
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