"Intraday jumps" - Selaus asiasanan mukaanArtikkelit
Aineistot 1-1 / 1
-
On the intraday dynamics of oil price and exchange rate: What can we learn from China and India?
(Elsevier, 01.09.2020)
articleThe main aim of this paper is to investigate the volatility determinants of crude oil and foreign exchange markets and jump spillover between them. We consider currencies of two major oil-importing countries (India and ...