The Effects of Oil Price on Asia – Pacific Exchange Rates : Evidence from Quantile Regression Analysis

An attempt has been made in this paper, to investigate the effect of oil prices on the exchange rate of 13 Asia – Pacific sample countries against USD, for the period from 04th January 2000 to 31st March 2020. OLS and QR Models were adopted for the analysis. Japanese Yen and Hong Kong Dollar were not affected by the oil prices during the study period. Sample currencies responded differently to oil price shocks under current market conditions. The results of this study would be useful to the policymakers, in the context of variations of oil and currency markets

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Year of publication:	2020
Authors:	Sankarkumar, Amirdha Vasani
Other Persons:	Selvam, Murugesan (contributor) ; Gunasekaran, Indhumathi (contributor) ; Sigo, Marxia Oli (contributor) ; Dhamotharan, Dhanasekar (contributor)
Publisher:	[2020]: [S.l.] : SSRN
Subject:	Ölpreis \| Oil price \| Asiatisch-pazifischer Raum \| Asia-Pacific region \| Wechselkurs \| Exchange rate \| Regressionsanalyse \| Regression analysis

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Extent:	1 Online-Ressource (1 p)
Type of publication:	Book / Working Paper
Language:	English
Notes:	In: International Journal of Advanced Science and Technology, 29 (8s), 2020 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments July 2, 2020 erstellt
Classification:	G1 - General Financial Markets ; G2 - Financial Institutions and Services
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012829393