Commodity currencies revisited: The role of global commodity price uncertainty
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- Laurent Ferrara & Aikaterina Karadimitropoulou & Athanasios Triantafyllou & Theodora Bermpei, 2022. "Commodity currencies revisited: The role of global commodity price uncertainty," EconomiX Working Papers 2022-24, University of Paris Nanterre, EconomiX.
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More about this item
Keywords
Commodity currencies; Uncertainty co-movement; Commodity prices; SVAR model;All these keywords.
JEL classification:
- F43 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Economic Growth of Open Economies
- F31 - International Economics - - International Finance - - - Foreign Exchange
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
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