Economic fundamentals and the long-run correlation between exchange rates and commodities
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DOI: 10.1016/j.gfj.2021.100649
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Cited by:
- Huang, Wei-Qiang & Liu, Peipei, 2023. "Cross-market risk spillovers among sovereign CDS, stock, foreign exchange and commodity markets: An interacting network perspective," International Review of Financial Analysis, Elsevier, vol. 90(C).
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More about this item
Keywords
Exchange rates; Commodities; Commodity currencies; DCC-MIDAS;All these keywords.
JEL classification:
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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