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The economic value of co-movement between oil price and exchange rate using copula-based GARCH models

Wu, Chih-chiang; Chung, Huimin; Chang, Yu-hsien - In: Energy economics 34 (2012) 1, pp. 270-282

Persistent link: https://www.econbiz.de/10009618856

Exchange rate uncertainty and corporate values : evidence from Taiwan

Nieh, Chien-chung; Lin, Jeng-bau; Wang, Yu-shan - In: Applied financial economics 18 (2008) 13/15, pp. 1181-1192

Persistent link: https://www.econbiz.de/10003760237

Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil prices

Wang, Yu-shan; Chueh, Yen Ling - In: Economic modelling 30 (2013), pp. 792-798

Persistent link: https://www.econbiz.de/10009708796

Regime-switching analysis for the impacts of exchange rate volatility on corporate values : a Taiwanese case

Nieh, Chien-chung; Lin, Jeng-bau; Wang, Yu-shan - In: Applied economics 40 (2008) 4/6, pp. 491-504

Persistent link: https://www.econbiz.de/10003722767

The economic value of co-movement between oil price and exchange rate using copula-based GARCH models

Wu, Chih-Chiang; Chung, Huimin; Chang, Yu-Hsien - In: Energy Economics 34 (2012) 1, pp. 270-282

The US dollar is used as the primary currency of international crude oil trading; as such, the recent substantial depreciation in the US dollar has resulted in a corresponding increase in crude oil prices. In addition, oil price and exchange-rate returns have been shown to be skewed and...

Persistent link: https://www.econbiz.de/10010582223