The predictive content of oil price and volatility : new evidence on exchange rate forecasting
John David Breen, Liang Hu
| Year of publication: |
2021
|
|---|---|
| Authors: | Breen, John David ; Hu, Liang |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 75.2021, p. 1-27
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| Subject: | Commodity currency | Crude oil prices | Exchange rates | Forecasting evaluation | Oil price volatility | Out-of-sample forecast | Temporal data aggregation | Wechselkurs | Exchange rate | Ölpreis | Oil price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Prognose | Forecast | Welt | World | Kausalanalyse | Causality analysis | US-Dollar | US dollar |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2021.101454 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012820836