Frequency domain quantile dependence and connectedness between crude oil and exchange rates : evidence from oil-importing and exporting countries
Huiming Zhu, Shuang Li, Zishan Huang
| Year of publication: |
2023
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| Authors: | Zhu, Huiming ; Li, Shuang ; Huang, Zishan |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 90.2023, p. 1-30
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| Subject: | Connectedness network | Crude oil | Exchange rate | Quantile coherency | Rolling windows | Spillover | Wechselkurs | Erdöl | Petroleum | Ölpreis | Oil price | Ölmarkt | Oil market | Welt | World | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2023.05.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014431798