Asymmetric adjustment between oil prices and exchange rates : empirical evidence from major oil producers and consumers
Year of publication: |
2013
|
---|---|
Authors: | Ahmad, Ahmad Hassan ; Moran Hernandez, Ricardo |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 27.2013, p. 306-317
|
Subject: | Exchange rates | Oil prices | Threshold cointegration | Asymmetry adjustments | Ölpreis | Oil price | Wechselkurs | Exchange rate | Kointegration | Cointegration | Schätzung | Estimation |
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