The economic value of co-movement between oil price and exchange rate using copula-based GARCH models
Year of publication: |
2012
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Authors: | Wu, Chih-Chiang ; Chung, Huimin ; Chang, Yu-Hsien |
Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279x. - Vol. 34.2012, 1, p. 270-283
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