The empirical relationship between energy futures prices and exchange rates
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- Perron, P., 1990.
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- Paul Krugman, 1983. "Oil Shocks and Exchange Rate Dynamics," NBER Chapters, in: Exchange Rates and International Macroeconomics, pages 259-284 National Bureau of Economic Research, Inc.
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- Johansen, Soren, 1991. "Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models," Econometrica, Econometric Society, vol. 59(6), pages 1551-80, November.
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