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- W3033135039 endingPage "101274" @default.
- W3033135039 startingPage "101274" @default.
- W3033135039 abstract "This article investigates the multivariate dependence between oil prices, equity markets, and exchange rates in certain oil-importing and oil-exporting countries by applying the vine copulas approach which offers a greater flexibility and permits the modelling of complex dependency patterns for high-dimensional distributions. Our results show that the dependence between oil and exchange rates is significantly negative during different periods of analysis, except for the British Pound and Japanese Yen exchange rates. This result indicates that oil may serve as a weak hedge against exchanges rates." @default.
- W3033135039 created "2020-06-12" @default.
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- W3033135039 date "2020-12-01" @default.
- W3033135039 modified "2023-09-27" @default.
- W3033135039 title "Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries" @default.
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- W3033135039 doi "https://doi.org/10.1016/j.ribaf.2020.101274" @default.
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