How do dynamic responses of exchange rates to oil price shocks co-move? : from a time-varying perspective
Shupei Huang, Haizhong An, Brian Lucey
| Year of publication: |
2020
|
|---|---|
| Authors: | Huang, Shupei ; An, Haizhong ; Lucey, Brian M. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 86.2020, p. 1-14
|
| Subject: | Co-move | Exchange rate | Oil price | Responses | Time varying | Ölpreis | Wechselkurs | Welt | World | Volatilität | Volatility | Schock | Shock | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2019.104641 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012512194