Is oil risk important for commodity-related currency returns?
Libo Yin, Zhi Su, Man Lu
| Year of publication: |
2022
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|---|---|
| Authors: | Yin, Libo ; Su, Zhi ; Lu, Man |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 60.2022, p. 1-23
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| Subject: | Currency returns | Out-of-sample forecasts | Oil risk | Volatility risk premium | Volatilität | Volatility | Risikoprämie | Risk premium | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Wechselkurs | Exchange rate | Risiko | Risk | Währungsrisiko | Exchange rate risk | Erdöl | Petroleum | Welt | World | US-Dollar | US dollar |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2021.101604 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013412450