Dependence Structure between Oil Prices, Exchange Rates, and Interest Rates

Keyphrases

• Exchange Rate 100%
• Dependence Structure 100%
• Interest Rates 100%
• Oil Price 100%
• Crude Oil Price 50%
• Granger Causality Test 33%
• U.S. Interest Rate 33%
• United States 16%
• Spillover Effect 16%
• Causal Relationship 16%
• Copula 16%
• Co-movement 16%
• Hedging 16%
• Granger 16%
• Global Financial Crisis 16%
• Oil-exporting Countries 16%
• State Interest 16%
• Asymmetric GARCH 16%
• Extreme Market 16%
• International Portfolio Diversification 16%
• Multivariate GARCH Models 16%
• Asymmetric Tail Dependence 16%
• Volatility Spillover 16%
• GARCH Process 16%

Economics, Econometrics and Finance

• Price 100%
• Interest Rate 100%
• Exchange Rate 100%
• Spillover Effect 33%
• Causality Analysis 33%
• Investors 16%
• Volatility 16%
• Portfolio Diversification 16%
• Generalized Autoregressive Conditional Heteroskedasticity 16%
• ARCH Model 16%
• Financial Crisis 16%
• Oil Exporting 16%
• United States 16%