What determines the long-term correlation between oil prices and exchange rates?
Year of publication: |
2018
|
---|---|
Authors: | Yang, Lu ; Cai, Xiao Jing ; Hamori, Shigeyuki |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 44.2018, p. 140-152
|
Subject: | DCC-MIDAS | Exchange rate | GARCH-MIDAS | Oil price | Ölpreis | Wechselkurs | Welt | World | Korrelation | Correlation | Kointegration | Cointegration |
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