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- W2019797777 abstract "In this paper, we examine the relationship between oil price and the Fiji–US exchange rate using daily data for the period 2000–2006. We use the generalised autoregressive conditional heteroskedasticity (GARCH) and exponential GARCH (EGARCH) models to estimate the impact of oil price on the nominal exchange rate. We find that a rise in oil prices leads to an appreciation of the Fijian dollar vis-a-vis the US dollar." @default.
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- W2019797777 date "2008-09-01" @default.
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- W2019797777 title "Understanding the oil price-exchange rate nexus for the Fiji islands" @default.
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- W2019797777 doi "https://doi.org/10.1016/j.eneco.2008.03.003" @default.
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