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The U.S. Dollar and variance risk premia imbalances

Kjær, Mads Markvart; Posselt, Anders Merrild - In: The financial review : the official publication of the … 60 (2025) 1, pp. 173-200

Persistent link: https://www.econbiz.de/10015166669

What drives commodity prices?

Chen, Shu-Ling; Jackson, John D.; Kim, Hyeongwoo; … - In: American journal of agricultural economics 96 (2014) 5, pp. 1455-1468

Persistent link: https://www.econbiz.de/10011279858

Do oil prices and exchange rates affect the US stock market? : new evidence from the asymmetric cointegration approach

Panagiotis, Rafailidis; Constantinos, Katrakilidis - In: Bulletin of applied economics 8 (2022) 2, pp. 147-161

Persistent link: https://www.econbiz.de/10013271161

Using external sustainability to forecast the dollar

Meade, Ellen E.; Thomas, Charles P. - 1991

Persistent link: https://www.econbiz.de/10000130693

Covered interest parity: a forecasting approach to estimate the neutral band

Hernández, Juan R. - 2024

Persistent link: https://www.econbiz.de/10015078620

A note on the empirical relation between oil prices and the value of the dollar

Marquez, Jaime R.; Merler, Silvia - In: Journal of risk and financial management : JRFM 13 (2020) 8/164, pp. 1-16

This paper offers an empirical characterization of the relation between the international price of oil and exchange rates that is both useful and reliable. Our characterization is useful because it rests on information of asset prices that are determined in functioning asset markets. Our...

Persistent link: https://www.econbiz.de/10012322360