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1
Dependence structure between oil prices, exchange rates, and interest rates
Kim, Jong-Min
;
Jung, Hojin
- In:
The energy journal
39
(
2018
)
2
,
pp. 259-280
Persistent link: https://www.econbiz.de/10011825635
Saved in:
2
Oil price and exchange rate dependence in selected countries
Nandelenga, Martin Wafula
;
Simpasa, Anthony Musonda
-
2020
Persistent link: https://www.econbiz.de/10012237689
Saved in:
3
Modelling dynamic dependence and risk spillover between all oil price shocks and stock market returns in the
BRICS
Ji, Qiang
;
Liu, Bing-Yue
;
Zhao, Wan-Li
;
Fan, Ying
- In:
International review of financial analysis
68
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012301045
Saved in:
4
Examining the dependence structure between carry trade and equity market returns in
BRICS
economies
Makhanya, Kabelo Collen
;
Bonga-Bonga, Lumengo
; …
- In:
International economic journal
38
(
2024
)
2
,
pp. 365-384
Persistent link: https://www.econbiz.de/10014577873
Saved in:
5
A mixed dependence between the exchange rate and international crude oil returns : an application of dynamic mixture
copula
Chang, Kuang-Liang
- In:
Emerging markets finance & trade : a journal of the …
53
(
2017
)
10/11/12
,
pp. 2347-2360
Persistent link: https://www.econbiz.de/10011825350
Saved in:
6
Dependence structure between oil and other commodity futures in China based on extreme value theory and copulas
Hussain, Saiful Izzuan
;
Li, Steven
- In:
The world economy : the leading journal on …
45
(
2022
)
1
,
pp. 317-335
Persistent link: https://www.econbiz.de/10012818942
Saved in:
7
The economic value of co-movement between oil price and exchange rate using
copula
-based GARCH models
Wu, Chih-chiang
;
Chung, Huimin
;
Chang, Yu-hsien
- In:
Energy economics
34
(
2012
)
1
,
pp. 270-282
Persistent link: https://www.econbiz.de/10009618856
Saved in:
8
Relationship between oil, stock prices and exchange rates : a vine
copula
based GARCH method
Aloui, Riadh
;
Ben Aïssa, Mohamed Safouane
- In:
The North American journal of economics and finance : a …
37
(
2016
),
pp. 458-471
Persistent link: https://www.econbiz.de/10011672989
Saved in:
9
Dependence structure and portfolio risk in Indian foreign exchange market : a GARCH-EVT-
Copula
approach
Karmakar, Madhusudan
- In:
The quarterly review of economics and finance : journal …
64
(
2017
),
pp. 275-291
Persistent link: https://www.econbiz.de/10011792337
Saved in:
10
Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies
Ur Rehman, Mobeen
;
Katsiampa, Paraskevi
;
Zeitun, Rami
; …
- In:
Emerging markets review
55
(
2023
),
pp. 1-25
Persistent link: https://www.econbiz.de/10014481146
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