A Note on the Empirical Relation between Oil Prices and the Value of the Dollar
This paper offers an empirical characterization of the relation between the international price of oil and exchange rates that is both useful and reliable. Our characterization is useful because it rests on information of asset prices that are determined in functioning asset markets. Our characteriz...
Main Authors: | Jaime Marquez, Silvia Merler |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2020-07-01
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Series: | Journal of Risk and Financial Management |
Subjects: | |
Online Access: | https://www.mdpi.com/1911-8074/13/8/164 |
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