Crude oil prices and exchange rates: Causality, variance decomposition and impulse response
Year of publication: |
2014
|
---|---|
Authors: | Brahmasrene, Tantatape ; Huang, Jui-Chi ; Sissoko, Yaya |
Published in: |
Energy Economics. - Elsevier, ISSN 0140-9883. - Vol. 44.2014, C, p. 407-412
|
Publisher: |
Elsevier |
Subject: | Exchange rates | Crude oil prices | Granger causality | Panel cointegration | Variance decomposition |
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