Do exchange rates respond asymmetrically to shocks in the crude oil market?
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DOI: 10.1016/j.eneco.2015.01.027
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Keywords
Oil price shocks; Exchange rates; Vector autoregressive (VAR) models;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
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