Commodity currencies and currency commodities
نویسندگان
چکیده
منابع مشابه
Modelling Extreme Risks in Commodities and Commodity Currencies
This paper analyzes extreme co-movements between the Australian and Canadian commodity currencies, and the gold and oil markets respectively, within a multivariate extension of the Hawkes-POT model. The intensity of extreme events in the Australian dollar are influenced by extreme events in gold, while the size of extreme events in the Canadian dollar are driven by extreme events in crude oil. ...
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ژورنال
عنوان ژورنال: Resources Policy
سال: 2008
ISSN: 0301-4207
DOI: 10.1016/j.resourpol.2007.10.004