On the risk comovements between the crude oil market and U.S. dollar exchange rates
Gilles de Truchis, Benjamin Keddad
| Year of publication: |
January 2016
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|---|---|
| Authors: | Truchis, Gilles de ; Keddad, Benjamin |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 52.2016, part A, p. 206-215
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| Subject: | Comovement | Volatility linkage | Fractional cointegration | Copula | Oil market | Exchange rate | Wechselkurs | Volatilität | Volatility | Kointegration | Cointegration | Ölmarkt | Welt | World | USA | United States | US-Dollar | US dollar | Ölpreis | Oil price | Schätzung | Estimation | Korrelation | Correlation | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2014.11.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011645629