Commodity currencies and commodity prices : modelling static and time-varying dependence
Year of publication: |
March 2017
|
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Authors: | Ignatieva, Ekaterina ; Ponomareva, Natalia |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 49.2017, 15, p. 1491-1512
|
Subject: | Independently floating exchange rates | commodity prices | dependence modelling | copulas | Rohstoffpreis | Commodity price | Wechselkurs | Exchange rate | Multivariate Verteilung | Multivariate distribution | Volatilität | Volatility | Rohstoffmarkt | Commodity market | Theorie | Theory |
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