Interaction between oil and US dollar exchange rate : nonlinear causality, time-varying influence and structural breaks in volatility
Fenghua Wen, Jihong Xiao, Chuangxia Huang and Xiaohua Xia
| Year of publication: |
January 2018
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| Authors: | Wen, Fenghua ; Xiao, Jihong ; Huang, Chuangxia ; Xia, Xiaohua |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 3, p. 319-334
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| Subject: | Crude oil prices | US dollar exchange rate | nonlinear Granger causality | time-varying influence | structural breaks in volatility | Volatilität | Volatility | Wechselkurs | Exchange rate | US-Dollar | US dollar | USA | United States | Strukturbruch | Structural break | Kausalanalyse | Causality analysis | Ölpreis | Oil price | Welt | World | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2017.1321838 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011846847