Currency and commodity return relationship under extreme geopolitical risks: evidence from the invasion of Ukraine
Author:
Affiliation:
1. Finance Department, Faculty of Business Economics and Law, Auckland University of Technology, Auckland, New Zealand
2. Complutense Institute for Economic Analysis, Universidad Complutense de Madrid, Madrid, Spain
Funder
Spanish Ministry of Economy and Competitiveness
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/13504851.2022.2123101
Reference28 articles.
1. Real exchange rates and primary commodity prices
2. The impact of uncertainty shocks on the volatility of commodity prices
3. Economic policy uncertainty and dollar-pound exchange rate return volatility
4. A Model of Financialization of Commodities
5. The relationship between oil prices and exchange rates: Revisiting theory and evidence
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