Time-varying and asymmetric impact of exchange rate on oil prices in India : evidence from a multiple threshold nonlinear ARDL model
Rubia Jalal, R. Gopinathan
| Year of publication: |
2022
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|---|---|
| Authors: | Jalal, Rubia ; Gopinathan, R. |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 50.2022, p. 1-7
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| Subject: | Crude oil | Stock market | Exchange rate | MTNARDL | Time-varying | Ölpreis | Oil price | Wechselkurs | Indien | India | Volatilität | Volatility | Kointegration | Cointegration | Schätzung | Estimation | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2022.103297 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014245337