GCC countries and the nexus between exchange rate and oil price : what wavelet decomposition reveals?
Year of publication: |
2015
|
---|---|
Authors: | Bouoiyour, Jamal ; Selmi, Refk |
Published in: |
International journal of computational economics and econometrics. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1170, ZDB-ID 2550146-X. - Vol. 5.2015, 1, p. 55-70
|
Subject: | real oil prices | real effective exchange rate | wavelets | nonlinear causality | Ölpreis | Oil price | Kaufkraftparität | Purchasing power parity | Wechselkurs | Exchange rate | Zustandsraummodell | State space model | Kausalanalyse | Causality analysis | Arabische Golf-Staaten | Gulf countries | Zeitreihenanalyse | Time series analysis | Kointegration | Cointegration | Volatilität | Volatility | Schätzung | Estimation |
-
Modeling nonlinear Granger causality between the oil price and US dollar : a wavelet based approach
Benhmad, François, (2012)
-
The recent effects of exchange rate on international trade
Choi, Myoung Shik, (2017)
-
Kumar, Roshan, (2017)
- More ...
-
The financial costs of political uncertainty : Evidence from the 2016 US presidential elections
Selmi, Refk, (2020)
-
Bouoiyour, Jamal, (2018)
-
Bouoiyour, Jamal, (2015)
- More ...