Commodity currencies revisited : the role of global commodity price uncertainty
Theodora Bermpei, Laurent Ferrara, Aikaterini Karadimitropoulou, Athanasios Triantafyllou
| Year of publication: |
2024
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|---|---|
| Authors: | Bermpei, Theodora ; Ferrara, Laurent ; Karadimitropoulou, Aikaterini ; Triantafyllou, Athanasios |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 0261-5606, ZDB-ID 1500496-X. - Vol. 145.2024, Art.-No. 103096, p. 1-19
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| Subject: | Commodity currencies | Commodity prices | SVAR model | Uncertainty co-movement | Rohstoffpreis | Commodity price | VAR-Modell | VAR model | Schock | Shock | Rohstoffmarkt | Commodity market | Wechselkurs | Exchange rate | Welt | World | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2024.103096 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014551403