The impact of oil shocks on exchange rates : a Markov-switching approach
Syed Abul Basher, Alfred A. Haug, Perry Sadorsky
| Year of publication: |
February 2016
|
|---|---|
| Authors: | Basher, Syed Abul ; Haug, Alfred Albert ; Sadorsky, Perry A. |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 54.2016, p. 11-23
|
| Subject: | Markov-switching | Exchange rates | Oil shocks | Wechselkurs | Exchange rate | Ölpreis | Oil price | Schock | Shock | Markov-Kette | Markov chain | Schätzung | Estimation | Volatilität | Volatility | Kaufkraftparität | Purchasing power parity |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2015.12.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011662720