Relationship between oil price and exchange rate by FDA and copula
Author:
Affiliation:
1. University of Minnesota at Morris, Morris, MN, USA
2. School of Economics, Henan University, Kaifeng, China
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036846.2017.1400652
Reference45 articles.
1. Oil prices and exchange rates: Norwegian evidence
2. Commodity prices, interest rates and the dollar
3. Conditional dependence structure between oil prices and exchange rates: A copula-GARCH approach
4. Do oil prices respond to real interest rates?
5. Chapter 6 Oil Prices and Exchange Rates: Some New Evidence Using Linear and Nonlinear Models
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