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Applied Economics Letters Volume 21, 2014 - Issue 3
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Original Articles

Exchange rates and commodity prices: Granger causality in the time–frequency domain

Riccardo TrezziFaculty of Economics, University of Cambridge, Sidgwick Avenue, Cambridge, UKCorrespondence[email protected]
Pages 224-227 | Published online: 28 Oct 2013

References

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  • Trezzi, R. (2013) A wavelet analysis of international risk-sharing, Economics Letters, 118, 330–3. Available at http://ideas.repec.org/a/eee/ecolet/v118y2013i2p330-333.html (accessed 30 September 2013).

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