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Does the volatility of commodity prices reflect macroeconomic uncertainty?

Joëts, Marc; Mignon, Valérie; Razafindrabe, Tovonony - 2015

Persistent link: https://www.econbiz.de/10011300954

Does euro or dollar pegging impact the real exchange rate? : the case of oil and commodity currencies

Coudert, Virginie; Couharde, Cécile; Mignon, Valérie - In: The world economy : the leading journal on … 34 (2011) 9, pp. 1557-1592

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On the impact of volatility on the real exchange rate : terms of trade nexus : revisiting commodity currencies

Coudert, Virginie; Couharde, Cécile; Mignon, Valérie - In: Journal of international money and finance 58 (2015), pp. 110-127

Persistent link: https://www.econbiz.de/10011478245

Does the Volatility of Commodity Prices Reflect Macroeconomic Uncertainty?

Joets, Marc - 2016

While there exists numerous studies on the macroeconomic effects of oil and commodity shocks, the literature is quite silent on the impact of macroeconomic uncertainty on oil and commodity prices and, especially, on their volatility. This paper tackles this issue through the estimation of a...

Persistent link: https://www.econbiz.de/10012979596