The Impact of Oil Price Movements on Exchange Rate Changes: Evidence from Caspian Sea Countries (GARCH and EGARCH Approaches)
The aim of the paper is to investigate the exchange rate consequences of oil price fluctuations across the five Caspian Sea countries between the periods of 01/01/2016-31/07/2017 and to analyse the dynamic relationship of effects thereof. The paper uses the following: Granger Causality test to check...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2017
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| Online Access: | https://eprints.nottingham.ac.uk/46191/ |