Oil Prices, Exchange Rates and Asset Prices
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- Schneider, Daniel & Van Robays, Ine & Fratzscher, Marcel, 2014. "Oil prices, exchange rates and asset prices," Working Paper Series 1689, European Central Bank.
- Marcel Fratzscher & Daniel Schneider & Ine Van Robays, 2013. "Oil Prices, Exchange Rates and Asset Prices," Discussion Papers of DIW Berlin 1302, DIW Berlin, German Institute for Economic Research.
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More about this item
Keywords
oil prices; asset prices; exchange rates; US dollar; identification; time-varying correlation;JEL classification:
- F30 - International Economics - - International Finance - - - General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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