Conditional dependence structure between oil prices and exchange rates : a copula-GARCH approach
Riadh Aloui, Mohamed Safouane Ben Aïssa, Duc Khuong Nguyen
| Year of publication: |
2013
|
|---|---|
| Authors: | Aloui, Riadh ; Safouane, Mohamed ; Aïssa, Ben ; Nguyen, Duc Khuong |
| Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 32.2013, p. 719-738
|
| Subject: | Wechselkurs | Exchange rate | Ölpreis | Oil price | ARCH-Modell | ARCH model | Korrelation | Correlation |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009733478