Exchange rates and commodity prices : measuring causality at multiple horizons
Hui Jun Zhang, Jean-Marie Dufour, John W. Galbraith
| Year of publication: |
March 2016
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|---|---|
| Authors: | Zhang, Hui Jun ; Dufour, Jean-Marie ; Galbraith, John W. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 36.2016, p. 100-120
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| Subject: | Multi-horizon causality | Causality measures | Commodity prices | Exchange rates | Spurious causality | Wechselkurs | Exchange rate | Kausalanalyse | Causality analysis | Rohstoffpreis | Commodity price | Theorie | Theory | Kaufkraftparität | Purchasing power parity | Messung | Measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2015.10.005 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011662765