The economic value of co-movement between oil price and exchange rate using copula-based GARCH models
| Year of publication: |
2012
|
|---|---|
| Authors: | Wu, Chih-Chiang ; Chung, Huimin ; Chang, Yu-Hsien |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 34.2012, 1, p. 270-283
|