Dynamic link between oil prices and exchange rates: A non-linear approach-Reference-Cited by-同舟云学术

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Dynamic link between oil prices and exchange rates: A non-linear approach

Published:2019-10 Issue: Volume:84 Page:104488
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Xu Yang,Han Liyan,Wan Li,Yin Libo

Funder

National Natural Science Foundation of China

Central University of Finance and Economics

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference74 articles.

1. Commodity prices, interest rates and the dollar;Akram;Energy Econ.,2009

2. Conditional dependence structure between oil prices and exchange rates: a copula-GARCH approach;Aloui;J. Int. Money Financ.,2013

3. Oil prices and the rise and fall of the US real exchange rate;Amano;J. Int. Money Financ.,1998

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

5. International asset allocation with regime shifts;Ang;Rev. Financ. Stud.,2002

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