Interaction between oil and US dollar exchange rate: nonlinear causality, time-varying influence and structural breaks in volatility

By Fenghua Wen, Jihong Xiao, Chuangxia Huang, Xiaohua Xia. 2018

196 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/7db6a9f6143feff9269d7bc4e2964614dd616a7f

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Bin Pan
2. Xinheng Liu
3. Hai-ling Li
4. Bin Chen
5. Chunyan Hu
6. Xiaohua Xia
7. Xuehong Zhu
8. Jinyu Chen

Citations in the corpus

• The pass-through effects of oil price shocks on China's inflation: A time-varying analysis (2020, background): “In fact, recent studies have captured the time-varying relationship between oil price and macroeconomic variables in developed countries (Valcarcel and Wohar, 2013; Baumeister and Peersman, 2013; Riggi and Venditti, 2015; Aye et al., 2015; Boldanov et al., 2016; Wen et al., 2018; Demirer et al., 201”
• Asymmetric Impact of Oil Price Shock on Stock Market in China: A Combination Analysis Based on SVAR Model and NARDL Model (2017, background): “Some researchers have validated that there exists a significant nonlinear correlation between the oil price and macro economy variables (An, Jin, and Ren 2014; Hamilton 2003; Lardic and Mignon 2006; Rafiq, Sgro, and Apergis 2016; Salisu et al. 2017; Wen et al. 2018).”