The Oil Price and Exchange Rate Relationship Revisited: A time-varying VAR parameter approach

The Oil Price and Exchange Rate Relationship Revisited: A time-varying VAR parameter approach

The aim of this paper is to study the relationship between the effective exchange rate of the dollar and the oil price dynamics from 1976 to 2013. We explore the links between financial factors (exchange rate, monetary policy, international liquidity) and the oil price volatility. Using a Bayesian t...

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Bibliographic Details
Main Authors: Vincent Brémond, Emmanuel Hache, Tovonony Razafindrabe
Format: Article
Language:English
Published: Università Carlo Cattaneo LIUC 2016-07-01
Series:The European Journal of Comparative Economics
Subjects:
Exchange rate
oil price
Online Access:http://eaces.liuc.it/18242979201601/182429792016130106.pdf

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