Advanced search
Publication Cover
Applied Economics Letters Volume 20, 2013 - Issue 1
Submit an article Journal homepage
335
Views
2
CrossRef citations to date
0
Altmetric
Original Articles

Oil prices and exchange rate volatility in Arab countries

Gabriela Mundaca Applied Economics, Johns Hopkins University, 1717 Massachusetts Avenue NW, Washington, DC, 20036, USACorrespondence[email protected]
Pages 41-47 | Published online: 20 Apr 2012

References

  • Bems , R. and de Carvalho Filho , I. 2009 . “ Exchange rate assessments: methodologies for oil exporting countries ” . In IMF Working Paper No. 281 , Washington , DC : International Monetary Fund .
  • Bollerslev , T. 1986 . Generalized autoregressive conditional heteroscedasticity . Journal of Econometrics , 31 : 307 – 27 .
  • Calvo , G. and Reinhart , C. 2002 . Fear of floating . Quarterly Journal of Economics , 117 : 379 – 408 .
  • Eichengreen , B. 1994 . International Monetary Arrangements for the 21st Century , Washington , DC : Brookings Institution .
  • Fischer , S. 2001 . Exchange rate regimes: Is the bipolar view correct? . Journal of Economic Perspectives , 15 : 3 – 24 .
  • Glosten , L. R. , Jagannathan , R. and Runkle , D. 1993 . Relationship between the expected value and the volatility of the nominal excess return on stocks . Journal of Finance , 48 : 1779 – 801 .
  • Habib , M. M. and Kalamova , M. 2007 . “ Are there oil currencies? The real exchange rate of oil exporting countries ” . In ECB Working Paper No. 839 , Frankfurt , , Germany : European Central Bank .
  • Nelson , D. B. 1991 . Conditional heteroskedasticity in asset returns: a new approach . Econometrica , 59 : 347 – 70 .
  • Obstfeld , M. and Rogoff , K. 1995 . The mirage of fixed exchange rates . Journal of Economic Perspectives , 9 : 73 – 96 .
  • Summers , L. 2000 . International financial crisis: causes, prevention, and cures . American Economic Review, Papers and Proceedings , 90 : 1 – 16 .
  • Williamson , J. 2000 . Exchange Rate Regimes for Emerging Markets: Reviving the Intermediate Options , Washington , DC : Institute for International Economics .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Order Reprints Request Corporate Permissions

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

Request Academic Permissions

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.

Supercharge Your Next Research Paper: Research and write your next paper with Jenni AI.

Related research

People also read lists articles that other readers of this article have read.

Recommended articles lists articles that we recommend and is powered by our AI driven recommendation engine.

Cited by lists all citing articles based on Crossref citations.
Articles with the Crossref icon will open in a new tab.