GCC countries and the nexus between exchange rate and oil price : what wavelet decomposition reveals?
Jamal Bouoiyour; Refk Selmi
| 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 | Arabische Golf-Staaten | Gulf countries | Zustandsraummodell | State space model | Kausalanalyse | Causality analysis | Wechselkurs | Exchange rate | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | Volatilität | Volatility |
| 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/10011317310