On the risk comovements between the crude oil market and the U.S. dollar exchange rates
Year of publication: |
2014-06-23
|
---|---|
Authors: | Truchis, Gilles de ; Keddad, Benjamin |
Institutions: | Institut de Préparation à l'Administration et à la Gestion (IPAG) |
Subject: | Comovement | Volatility linkage | Fractional cointegration | Copula | Oil market | Exchange rate |
-
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates
Truchis, Gilles de, (2014)
-
On the risk comovements between the crude oil market and U.S. dollar exchange rates
Truchis, Gilles de, (2016)
-
On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates
Truchis, Gilles De, (2014)
- More ...
-
Analyzing Financial Integration in East Asia through Fractional Cointegration in Volatilities
Truchis, Gilles de, (2014)
-
Shift-volatility transmission in East Asian Equity Markets
Aloy, Marcel, (2014)
-
Truchis, Gilles de, (2012)
- More ...