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within a panel cointegration framework. Besides the total net issues, we distinguish between large, medium and small euro …
Persistent link: https://www.econbiz.de/10011872942
panel cointegration framework. Besides the traditional determinants of cash demand like transactions balances and …
Persistent link: https://www.econbiz.de/10012291866
The aim of this paper is to investigate the exchange rate consequences of oil-price fluctuations and to test for the dynamics of oil price volatility by examining interactions between oil market and exchange rate in selected MENA countries (Egypt, Jordan, Morocco, Qatar, Saudi Arabia, Tunisia,...
Persistent link: https://www.econbiz.de/10011897569
) approach is used to explore this asymmetry. The use of an asymmetric error correction model with asymmetric cointegration …
Persistent link: https://www.econbiz.de/10013426113