Time-varying causality between oil price and exchange rate in five ASEAN economies

The aim of this study is to investigate the effect of oil price changes on the exchange rates of the five ASEAN economies. In the study, a rolling and recursive evolving window algorithm is applied to detect changes in the link between oil price and exchange rate from January 1988 to June 2022 for f...

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Detalles Bibliográficos
Autores principales: Kocoglu, Mustafa, Kyophilavong, Phouphet, Awan, Ashar, Lim, So Young
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9676797/
http://dx.doi.org/10.1007/s10644-022-09457-6

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9676797/
http://dx.doi.org/10.1007/s10644-022-09457-6

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