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Commodity currencies and causality : some high-frequency evidence

Ahmed, Rashad - In: Economics letters 189 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012228075

Commodity Currencies and Causality : Some High-Frequency Evidence

Ahmed, Rashad - 2020

I investigate the link between economic fundamentals and exchange rate adjustment to commodity price fluctuations. I overcome the traditional issue of simultaneity by exploiting the September 14, 2019 drone attack on two Saudi Arabian refineries as a natural experiment. This unanticipated event...

Persistent link: https://www.econbiz.de/10012847061

Commodity Currencies and Equity Flows

Chaban, Maxym - 2009

rates of the developed countries where primary commodities are an important share of exports: Australia, Canada and New …

Persistent link: https://www.econbiz.de/10014218178

Quantile coherency across bonds, commodities, currencies, and equities

Uddin, Mohammed Gazi Salah; Lucey, Brian M.; Rahman, Md … - In: Journal of commodity markets : JCM 33 (2024), pp. 1-34

Persistent link: https://www.econbiz.de/10014526508

Commodity Currencies and Empirical Exchange Rate Puzzles

Rogoff, Kenneth - 2002

This paper re-examines empirical exchange rate puzzles by focusing on three OECD economies (Australia, Canada, and New …

Persistent link: https://www.econbiz.de/10014399730

Measuring persistent global economic factors with output, commodity price, and commodity currency data

Basistha, Arabinda; Startz, Richard - 2023

Persistent link: https://www.econbiz.de/10014445179

Crude oil prices between 1985 and 1992 : how volatile in relation to other commodities?

Plourde, André; Watkins, Gordon Campbell - 1994

Persistent link: https://www.econbiz.de/10000889028

How commodity prices respond to macroeconomic news

Ghura, Dhaneshwar - 1990

Persistent link: https://www.econbiz.de/10000131331

Do terms of trade drive real exchange rates? : Comparing oil and commodity currencies

Coudert, Virginie (contributor); … - 2008

Persistent link: https://www.econbiz.de/10003796190

Influence of energy prices on the size of shadow economy: a cross country analysis

Suslov, N. I.; Ageeva, Svetlana - 2009

Persistent link: https://www.econbiz.de/10003854458

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