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Has COVID-19 intensified the oil price–exchange rate nexus?

This paper extends the existing empirical literature by investigating whether the COVID-19 crisis has strengthened the dynamic relationships between oil price and exchange rate. We find significant breaks in the relationships wherein a common break is detected around the COVID-19 outbreak period. Of...

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Detalles Bibliográficos
Autores principales: Chowdhury, Kushal Banik, Garg, Bhavesh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Economic Society of Australia, Queensland. Published by Elsevier B.V. 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9420074/
https://www.ncbi.nlm.nih.gov/pubmed/36059573
http://dx.doi.org/10.1016/j.eap.2022.08.013