Spillover effect of US dollar exchange rate on oil prices

Journal of Policy Modeling

Volumn 30, Issue 6, 2008, Pages 973-991

  Zhang, Yue Jun ^a,b   Fan, Ying ^a   Tsai, Hsien Tang ^c   Wei, Yi Ming ^a  

^a Chinese Academy of Sciences   (China)

^b UNIVERSITY OF CHINESE ACADEMY OF SCIENCES   (China)

^c NATIONAL SUN YAT SEN UNIVERSITY   (Taiwan)

Author keywords

International crude oil price; Mean spillover effect; Risk spillover effect; US dollar exchange rate; Volatility spillover effect

Indexed keywords

EID: 52949096455     PISSN: 01618938     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jpolmod.2008.02.002     Document Type: Article

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