Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach
Year of publication: |
2013
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Authors: | Aloui, Riadh ; Ben Aïssa, Mohamed Safouane ; Nguyen, Duc Khuong |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 8720149. - Vol. 32.2013, p. 719-738
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