Chekouri, Sidi Mohammed; Chibi, Abderrahim; … - In: Journal of economic structures : JES; the official … 11 (2022), pp. 1-17
-based methods are applied to study the co-movement patterns of the exchange rates of the Algerian dinar, US dollar, and Euro. In the … main, the OLS rolling window results show that the US dollar and the Euro are the currencies with the most influence over …) results, it is found that the Algerian DZD, US dollar, and Euro are highly correlated, with a correlation value around 0 …