Dynamic spillover between commodities and commodity currencies during United States Q.E.
Pick Schen Yip, Robert Brooks, Hung Xuan Do
| Year of publication: |
August 2017
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|---|---|
| Authors: | Pick Schen Yip ; Brooks, Robert ; Do, Hung Xuan |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 66.2017, p. 399-410
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| Subject: | Quantitative easing | Commodity markets | Commodity currencies | Static and dynamic spillovers | FIVAR | Spillover-Effekt | Spillover effect | USA | United States | Rohstoffmarkt | Commodity market | Rohstoffpreis | Commodity price | Rohstoffderivat | Commodity derivative | Wechselkurs | Exchange rate |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2017.07.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011896519