On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model
Fiche du document
31 mai 2019
- ISIDORE Id: 10670/1.8e79ab...
- hal: hal-03484738
- doi: 10.1016/j.eneco.2019.02.002
- PII: S0140-9883(19)30052-0
Ce document est lié à :
info:eu-repo/semantics/altIdentifier/doi/10.1016/j.eneco.2019.02.002
http://creativecommons.org/licenses/by-nc/ , info:eu-repo/semantics/OpenAccess
Sujets proches
Fixed exchange rates Exchange rates Fluctuating exchange rates Flexible exchange rates Rates of exchange Foreign exchange--Rates Floating exchange rates Social science Sciences, Social Human sciences Social studies Behavioral sciences Coal-oil Oil Crude oil Animal oils Oil Grease Fats Specie Pattern Model or (métal)Citer ce document
Rihab Bedoui et al., « On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model », HAL SHS (Sciences de l’Homme et de la Société), ID : 10.1016/j.eneco.2019.02.002
Métriques
Partage / Export
Résumé
International audience
