Another Look at the Interaction Between Oil Price Uncertainty and Exchange Rate Volatility: The Case of Small Open Economies
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- Tiwari, Aviral Kumar & Mutascu, Mihai Ioan & Albulescu, Claudiu Tiberiu, 2013. "The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework," Energy Economics, Elsevier, vol. 40(C), pages 714-733.
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- repec:ipg:wpaper:2014-068 is not listed on IDEAS
- Jamal BOUOIYOUR & Refk SELMI & Muhammad SHAHBAZ & Aviral Kumar TIWARI, 2014. "The Nexus between Oil price and Russiaâ€™s Real Exchange rate: Better Paths via Unconditional vs Conditional Analysis," Working Papers 2014-2015_4, CATT - UPPA - Université de Pau et des Pays de l'Adour, revised Sep 2014.
More about this item
KeywordsOil price; exchange rate; volatility; GARCH specifications.;
- C4 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics
- F0 - International Economics - - General
- F00 - International Economics - - General - - - General
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