Dynamic transmission effects between the interest rate, the US dollar, and gold and crude oil prices

Author:

Wang Yu Shan,Chueh Yen Ling

Publisher

Elsevier BV

Subject

Economics and Econometrics

Reference18 articles.

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

2. China and the relationship between the oil price and the dollar;Benassy-Quere;Energy Policy,2007

3. The Federal funds rate and the channels of monetary transmission;Bernanke;American Economic Review,1992

4. Gold as a hedge against the dollar;Capie;Journal of International Financial Markets, Institutions and Money,2005

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

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