Can oil prices forecast exchange rates? : an empirical analysis of the relationship between commodity prices and exchange rates
Year of publication: |
June 2015
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Authors: | Ferraro, Domenico ; Rogoff, Kenneth S. ; Rossi, Barbara |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 54.2015, p. 116-141
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Subject: | Exchange rates | Predictive ability | Out-of-sample fit | Wechselkurs | Exchange rate | Ölpreis | Oil price | Prognoseverfahren | Forecasting model | Kanada | Canada | Rohstoffpreis | Commodity price | Prognose | Forecast | Welt | World |
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