Modeling the relationship between oil and USD exchange rates : evidence from a regime-switching-quantile regression approach
Manel Youssef, Khaled Mokni
| Year of publication: |
2020
|
|---|---|
| Authors: | Youssef, Manel ; Mokni, Khaled |
| Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 55.2020, p. 1-19
|
| Subject: | Contagion effects | Oil price | Quantile regression | Regime-switching | USD exchange rates | Wechselkurs | Exchange rate | Ölpreis | Regressionsanalyse | Regression analysis | Volatilität | Volatility | US-Dollar | US dollar | Schätzung | Estimation | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.mulfin.2020.100625 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012597048