Commodity returns co-movement, uncertainty shocks, and the US dollar exchange rate
Wenting Liao, Jun Ma, Chengsi Zhang
| Year of publication: |
2024
|
|---|---|
| Authors: | Liao, Wenting ; Ma, Jun ; Zhang, Chengsi |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 0261-5606, ZDB-ID 1500496-X. - Vol. 143.2024, Art.-No. 103056, p. 1-24
|
| Subject: | Commodity return | Exchange rate | Uncertainty shock | Wechselkurs | USA | United States | Schock | Shock | Volatilität | Volatility | Risiko | Risk | US-Dollar | US dollar | Währungsrisiko | Exchange rate risk | Rohstoffpreis | Commodity price | Kapitaleinkommen | Capital income | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jimonfin.2024.103056 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014551345