Oil and US dollar exchange rate dependence: A detrended cross-correlation approach

By Juan Carlos Reboredo, M. Rivera-Castro, Gilney F. Zebende. 2014

197 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/a22dabd08928ac660a7839ca5c27b4afab836c7f

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. Jihong Xiao
2. Xiaohua Xia
3. Chuangxia Huang
4. Fenghua Wen

Citations in the corpus

• Interaction between oil and US dollar exchange rate: nonlinear causality, time-varying influence and structural breaks in volatility (2018, methodology): “Reboredo, Rivera-Castro, and Zebende (2014) provided evidence of both negative contagion and interdependence between oil prices and the USD exchange rate using detrended cross-correlation analysis.”