A regime-dependent assessment of the information transmission dynamics between oil prices, precious metal prices and exchange rates

Author:

Balcilar Mehmet,Hammoudeh Shawkat,Asaba Nwin-Anefo Fru

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference81 articles.

1. Regime switches in interest rates;Ang;Journal of Business & Economic Statistics,2002

2. The informational role of commodity prices in formulating monetary policy: A reexamination;Awokuse;Economics Letters,2003

3. Structural change and long-run relationships between US and EU wheat export prices;Barassi;Journal of Agricultural Economics,2007

4. A metric and topological analysis of determinism in the crude oil spot market;Barkoulas;Energy Economics,2012

5. Oil prices and effective dollar exchange rates;Beckmann;International Review of Economics & Finance,2013

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