Back to Search Start Over

The impact of oil and natural gas prices on overnight risk in exchange rates based on the MVMQ-CAViaR models

Authors :
Wei Peng
Source :
International Review of Economics & Finance. 86:616-625
Publication Year :
2023
Publisher :
Elsevier BV, 2023.

Subjects

Subjects :
Economics and Econometrics
Finance

Details

ISSN :
10590560
Volume :
86
Database :
OpenAIRE
Journal :
International Review of Economics & Finance
Accession number :
edsair.doi...........982b0b06af974abe98efaf74aac80432
Full Text :
https://doi.org/10.1016/j.iref.2023.03.031