Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? : a wavelet coherence analysis
Lu Yang, Xiao Jing Cai, Shigeyuki Hamori
| Year of publication: |
May 2017
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|---|---|
| Authors: | Yang, Lu ; Cai, Xiao Jing ; Hamori, Shigeyuki |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 49.2017, p. 536-547
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| Subject: | Oil price | Exchange rate | Wavelet coherence analysis | Co-movement | Ölpreis | Wechselkurs | Ölmarkt | Oil market | Welt | World | Zustandsraummodell | State space model | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2017.03.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011748693