Commodity currencies and causality: some high-frequency evidence

DOI10.1016/J.ECONLET.2020.109016MaRDI QIDQ2179765zbMATH OpenOpenAlexFDO

Authors Rashad Ahmed

Publication date 13 May 2020

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://mpra.ub.uni-muenchen.de/96985/1/MPRA_paper_96855.pdf

zbMATH Keywords

exchange rate adjustmentcommodity price fluctuations

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Macroeconomic theory (monetary models, models of taxation) (91B64)

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Cites work

• Can exchange rates forecast commodity prices?

Cited in

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• Commodity prices, inflationary pressures, and monetary policy: evidence from BRICS economies
• Exchange-rate and news: evidence from the COVID pandemic
• The synchronized and long-lasting structural change on commodity markets: Evidence from high frequency data
• The impact of oil shock on exchange rates in BRICS countries: a Markov switching model
• Safe flight to which haven when Russia invades Ukraine? A 48-hour story
• Can exchange rates forecast commodity prices?

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