Heterogeneity dependence between oil prices and exchange rate : evidence from a parametric test of Granger causality in quantiles
Yong Jiang, Yi-Shuai Ren, Seema Narayan, Chao-Qun Ma, Xiao-Guang Yang
| Year of publication: |
2022
|
|---|---|
| Authors: | Jiang, Yong ; Ren, Yi-Shuai ; Narayan, Seema ; Ma, Chao-Qun ; Yang, Xiao-Guang |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 62.2022, p. 1-15
|
| Subject: | Exchange rate | Granger causality in quantiles | Heterogeneity dependence | Oil price | Kausalanalyse | Causality analysis | Wechselkurs | Ölpreis | US-Dollar | US dollar | Kointegration | Cointegration | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101711 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013534090