Czech, Katarzyna; Niftiyev, Ibrahim - In: Journal of risk and financial management : JRFM 14 (2021) 9, pp. 1-13
The paper aims to assess the relationship between Azerbaijani and Kazakhstani exchange rates and crude oil prices volatility. The study applies the structural vector autoregressive (SVAR) model. The paper concentrates on Azerbaijan and Kazakhstan, the post-Soviet countries considered as some of...