Non-linear relationship between real commodity price volatility and real effective exchange rate : the case of commodity-exporting countries
Salem Boubakri, Cyriac Guillaumin, Alexandre Silanine
| Year of publication: |
2019
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|---|---|
| Authors: | Boubakri, Salem ; Guillaumin, Cyriac ; Silanine, Alexandre |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 60.2019, p. 212-228
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| Subject: | Commodity-exporting countries | Financial integration | Panel smooth transition model | Real commodity price volatility | Real effective exchange rate | Kaufkraftparität | Purchasing power parity | Volatilität | Volatility | Rohstoffpreis | Commodity price | Wechselkurs | Exchange rate | Welt | World | Terms of Trade | Terms of trade | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jmacro.2019.02.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012243173