Fossil fuel prices, exchange rate, and stock market: A dynamic causality analysis on the European market

Economics Letters

Volumn 118, Issue 1, 2013, Pages 199-202

  Śmiech, Sławomir ^a   Papiez, Monika ^a  

^a CRACOW UNIVERSITY OF ECONOMICS   (Poland)

Author keywords

Exchange rate; Fossil fuel prices; Rolling regression; Stock market; Toda Yamamoto procedure

Indexed keywords

EID: 84869022976     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2012.10.010     Document Type: Article

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