Can oil prices forecast exchange rates? An empirical analysis of the relationship between commodity prices and exchange rates

Author:

Ferraro Domenico,Rogoff Kenneth,Rossi Barbara

Funder

Bank of Canada

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference50 articles.

1. Forecasting the price of oil;Alquist,2011

2. Exchange rates and oil prices;Amano;Rev. Int. Econ.,1998

3. Oil prices and the rise and fall of the U.S. real exchange rate;Amano;J. Int. Money Finance,1998

4. Micro effects of macro announcements: real-time price discovery in foreign exchange;Andersen;Am. Econ. Rev.,2003

5. Long-horizon exchange rate predictability?;Berkowitz;Rev. Econ. Stat.,2001

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