Oil prices and real exchange rates

By Shiu‐Sheng Chen, Hung-Chyn Chen. 2007

614 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/ca8d464513a0aefde1862d703efff18da797912d

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In Economics and Econometrics

Citations in the corpus

Modeling returns and volatility transmission between oil price and US–Nigeria exchange rate (2013, methodology): “After the seminal papers of Golub (1983) and Krugman (1983), several efforts have emerged to empirically validate or refute their propositions regarding the interactions between oil price and exchange rate and the findings from these various studies have beenmixed.”
The Impact of Oil Price Shocks on the Economic Growth of Selected MENA1 Countries (2010, background): “…increased, Amano and Van Norden (1995) found appreciation for Germany, Japan, and the US, however, Maeso-Fernandez et al. (2002), Jiménez-Rodríguez and Sánchez (2005) and Chen and Chen (2007) showed that a rise in real oil prices led to a depreciation of the real exchange rate for G7 countries.”
The impact of oil shocks on exchange rates: A Markov-switching approach (2016, methodology): “, 2007; Chen and Chen, 2007; and Coudert et al., 2008). Coudert et al. (2008) find that real oil prices, the real US dollar effective exchange rate and US net foreign”
Oil price and exchange rates: A wavelet based analysis for India (2013, background): “The causality indicates that oil prices Granger-cause the exchange rate (see e.g. Bénassy-Quéré et al., 2007; Chaudhuri and Daniel, 1998; Chen and Chen, 2007; Coudert et al., 2008; Lizardo and Mollick, 2010).”
Oil Prices and Emerging Market Exchange Rates (2013, background): “Along similar lines, Amano and Norden (1998), Chaudhuri and Daniel (1998), and Chen and Chen (2007) suggest that exchange rates are cointegrated with the real price of oil.”
Oil Prices, Exchange Rates and Emerging Stock Markets (2011, neutral): “27 movements in oil prices affect exchange rates (eg. Golub, 1983; Amano and van Norden, 1998; Huang and Guo, 2007; Chen and Chen, 2007; and Lizardo and Mollick, 2010).”
The relationship between oil prices, the stock market and the exchange rate: Evidence from Mexico (2018, background): “Chen and Chen (2007), using a panel of G7 countries, tested whether or not exchange rates are cointegrated with real oil prices.”
The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework (2013, background): “Relevant papers in this line cover those of Amano and van Norden (1998), Chen and Chen (2007), Bénassy-Quéré et al. (2007) and Lizardo and Mollick (2010).”