Modelling dynamic connectedness between oil price shocks and exchange rates in ASEAN+3 economies
Zaghum Umar, Mukhriz Izraf Azman Aziz, Adam Zaremba, Dang Khoa Tran
| Year of publication: |
2023
|
|---|---|
| Authors: | Umar, Zaghum ; Mukhriz Izraf Azman Aziz ; Zaremba, Adam ; Dang Khoa Tran |
| Subject: | asean+3 | connectedness | exchange rates | Oil shocks | Ölpreis | Oil price | Wechselkurs | Exchange rate | Schock | Shock | ASEAN-Staaten | ASEAN countries | Volatilität | Volatility | VAR-Modell | VAR model | Japan |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2022.2104801 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014295219