A comparative analysis of the dynamic relationship between oil prices and exchange rates
Year of publication: |
2014
|
---|---|
Authors: | Turhan, M. Ibrahim ; Sensoy, Ahmet ; Hacihasanoglu, Erk |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 32.2014, p. 397-414
|
Subject: | Exchange rate | Crude oil | G20 | Dynamic conditional correlation | Penalized contrast function | Ölpreis | Oil price | Wechselkurs | Korrelation | Correlation | Erdöl | Petroleum | ARCH-Modell | ARCH model | Welt | World | Kointegration | Cointegration |
-
The impact of oil price volatility on net-oil exporter and importer countries' stock markets
Aydoğan, Berna, (2017)
-
Bouri, Elie I., (2013)
-
On the risk comovements between the crude oil market and U.S. dollar exchange rates
Truchis, Gilles de, (2016)
- More ...
-
A view to the long-run dynamic relationship between crude oil and the major asset classes
Turhan, M. Ibrahim, (2014)
-
A comparative analysis of the dynamic relationship between oil prices and exchange rates
Turhan, M. Ibrahim, (2014)
-
A view to the long-run dynamic relationship between crude oil and the major asset classes
Turhan, M. Ibrahim, (2014)
- More ...