Asymmetric adjustment between oil prices and exchange rates: Empirical evidence from major oil producers and consumers

Author:

Ahmad A.H.,Moran Hernandez Ricardo

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference16 articles.

1. Oil prices and exchange rates: Norwegian evidence;Akram;Econometrics Journal,2004

2. Oil prices and the rise and fall of the US real exchange rate;Amano;Journal of International Money and Finance,1998

3. The puzzling peso;Arteta;Journal of International Money and Finance,2011

4. Fear of floating;Calvo;Quarterly Journal of Economics, MIT Press,2002

5. Consistency and limiting distribution of the least squares estimator of a threshold autoregressive model;Chan;Annals of Statistics,1993

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