Oil prices and exchange rate dynamics : how important is the role of asymmetry and structural breaks?
Year of publication: |
2022
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Authors: | Fasanya, Ismail Olaleke ; Oyewole, Oluwatomisin J. ; Raheem, Ibrahim Dolapo |
Published in: |
Journal of African business. - Philadelphia, PA : Routledge, Taylor & Francis Group, ISSN 1522-9076, ZDB-ID 2112760-8. - Vol. 23.2022, 3, p. 638-657
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Subject: | asymmetry | exchange rate | non-linear models | Oil price | structural breaks | Wechselkurs | Exchange rate | Ölpreis | Strukturbruch | Structural break | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | US-Dollar | US dollar | Kaufkraftparität | Purchasing power parity | Schätzung | Estimation |
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