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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Economic Society of Australia, Queensland. Published by Elsevier B.V.
2022
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| 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 |