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Oil prices and the value of US dollar : theoretical investigation and empirical evidence
Obadi, Saleh Mothana; Othmanová, Soňa - In: Ekonomický časopis : časopis pre ekonomickú … 60 (2012) 8, pp. 771-790
Persistent link: https://www.econbiz.de/10010189992
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Oil price and US dollar exchange rate : change detection of bi-directional causal impact
Albulescu, Claudiu Tiberiu; Ajmi, Ahdi Noomen - In: Energy economics 100 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012990364
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The monetary approach to the exchange rate : long-run relationships, identification and temporal stability
Diamandis, Panayotis F. - In: Journal of macroeconomics 20 (1998) 4, pp. 741-766
Persistent link: https://www.econbiz.de/10001251026
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A test for volatility spillover with application to exchange rates
Hong, Yongmiao - In: Journal of econometrics 103 (2001) 1/2, pp. 183-224
Persistent link: https://www.econbiz.de/10001585360
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Multivariate periodic stochastic volatility models : applications to Algerian dinar exchange rates and oil prices modeling
Boussaha, Nadia; Hamdi, Faycal; Souam, Saïd - 2018
Persistent link: https://www.econbiz.de/10012240489
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Structural VAR analyses of the oil market, financial markets, and the macroeconomy
Schneider, Daniel - 2013
Persistent link: https://www.econbiz.de/10010414541
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The predictive ability of several models of exchange rate volatility
West, Kenneth D.; Cho, Dongchul - 1994
Persistent link: https://www.econbiz.de/10000884768
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The predictive ability of several models of exchange rate volatility
West, Kenneth D.; Cho, Dongchul - 1994 - Rev
Persistent link: https://www.econbiz.de/10000892226
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An investigation of long range dependence in intra-day foreign exchange rate volatility
Henry, Mark S.; Payne, Richard - 1997
Persistent link: https://www.econbiz.de/10000961212
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Daily exchange rate behaviour and hedging of currency risk
Bos, Charles S.; Mahieu, Ronald J.; Dijk, Herman K. van - 2000 - rev.
Persistent link: https://www.econbiz.de/10001554496