Exchange rates and commodity prices : Granger causality in the time-frequency domain
Year of publication: |
2014
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Authors: | Trezzi, Riccardo |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 21.2014, 1/3, p. 224-227
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Subject: | exchange rates | Granger causality | time-frequency domain | Kausalanalyse | Causality analysis | Wechselkurs | Exchange rate | Theorie | Theory | Kaufkraftparität | Purchasing power parity |
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