Advanced search
Publication Cover
Applied Economics Letters Volume 20, 2013 - Issue 10
Submit an article Journal homepage
424
Views
10
CrossRef citations to date
0
Altmetric
Original Articles

Exchange rate and oil price: asymmetric adjustment

Jen-Eem Chen Faculty of Business Management, Universiti Teknologi MARA, 40450, Shah Alam, MalaysiaCorrespondence[email protected]
,
Chin-Yu Lee Faculty of Business and Finance, Universiti Tunku Abdul Rahman, 31900, Kampar, Malaysia
&
Lim-Thye Goh Faculty of Economics and Management, Universiti Putra Malaysia, 43000, Serdang, Malaysia
Pages 987-990 | Published online: 26 Feb 2013

References

  • Balke , N. S. and Fomby , T. B. 1997 . Threshold cointegration . International Economic Review , 38 : 627 – 45 .
  • Chan , K. S. 1993 . Consistency and limiting distributions of the least squares estimator of a threshold autoregressive model . The Annals of Statistics , 21 : 520 – 33 .
  • Chaudhuri , K. and Daniel , B. C. 1998 . Long-run equilibrium real exchange rates and oil prices . Economics Letters , 58 : 231 – 8 .
  • Chen , S. S. and Chen , H. C. 2007 . Oil prices and real exchange rates . Energy Economics , 29 : 390 – 404 .
  • Enders , W. and Siklos , P. L. 2001 . Cointegration and threshold adjustment . Journal of Business & Economic Statistics , 19 : 166 – 76 .
  • Engle , R. F. and Granger , C. W. J. 1987 . Co-integration and error correction: representation, estimation, and testing . Econometrica , 55 : 251 – 76 .
  • Jahan-Parvar , M. R. and Mohammadi , H. 2011 . Oil prices and real exchange rates in oil-exporting countries: a bounds testing approach . The Journal of Developing Areas , 45 : 309 – 18 .
  • Nikbakht , L. 2010 . Oil prices and exchange rates: the case of OPEC . Business Intelligence Journal , 3 : 83 – 92 .

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.