On oil-US exchange rate volatility relationships : an intraday analysis
Fredj Jawadi, Waël Louhichi, Hachmi Ben Ameur, Abdoulkarim Idi Cheffou
| Year of publication: |
December 2016
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|---|---|
| Authors: | Jawadi, Fredj ; Louhichi, Waël ; Ameur, Hachmi Ben ; Cheffou, Abdoulkarim Idi |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 59.2016, p. 329-334
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| Subject: | Oil price volatility | Realised volatility | Intraday jumps | Exchange rate | Intraday data | GARCH model | Volatilität | Volatility | Wechselkurs | ARCH-Modell | ARCH model | Ölpreis | Oil price | USA | United States | 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.econmod.2016.07.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011647852