Hameed, Zartashia; Shafi, Khuram; Nadeem, Anum - In: Energy strategy reviews 38 (2021), pp. 1-17
This research examines empirically volatility spillover effect of oil prices on exchange rate. We are specifically concerned with the comparison of the relative magnitude of the oil shock on the exchange rate volatilities of 5 major oil importers (Pakistan, India, China, Japan, and Germany) and...