What determines the long-term correlation between oil prices and exchange rates?
Lu Yang, Xiao Jing Cai, Shigeyuki Hamori
| Year of publication: |
2018
|
|---|---|
| Authors: | Yang, Lu ; Cai, Xiao Jing ; Hamori, Shigeyuki |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 44.2018, p. 140-152
|
| Subject: | DCC-MIDAS | Exchange rate | GARCH-MIDAS | Oil price | Wechselkurs | Ölpreis | Welt | World | Korrelation | Correlation | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2017.12.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012036525