Oil price fluctuations and exchange rate dynamics in the MENA region : evidence from non-causality-in-variance and asymmetric non-causality tests
Ridha Nouira, Thouraya Hadj Amor, Christophe Rault
| Year of publication: |
2019
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| Authors: | Nouira, Ridha ; Hadj Amor, Thouraya ; Rault, Christophe |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 73.2019, p. 159-171
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| Subject: | Asymmetric causality test | Asymmetric generalized impulsion functions | Causality-in-variance tests | Exchange rate volatility | MENA countries | Oil price shocks | Ölpreis | Oil price | MENA-Staaten | Wechselkurs | Exchange rate | Volatilität | Volatility | Kausalanalyse | Causality analysis | Schock | Shock | ARCH-Modell | ARCH model | 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.qref.2018.07.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012296707