On the relationship between oil price and exchange rates : a wavelet analysis
Gazi Salah Uddin; Aviral Kumar Tiwari; Mohamed Arouri; Frédéric Teulon
| Year of publication: |
2013
|
|---|---|
| Authors: | Uddin, Mohammed Gazi Salah ; Tiwari, Aviral Kumar ; Arouri, Mohamed ; Teulon, Frédéric |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 35.2013, p. 502-507
|
| Subject: | Oil price | Exchange rates | Wavelets | Japan | Ölpreis | Wechselkurs | Exchange rate | Zustandsraummodell | State space model | Kointegration | Cointegration |
| Extent: | Ill. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010336761