Exchange rates and oil price under uncertainty and regime switching: A Markov-switching VAR approach
Purpose -
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Islam Indonesia
2021-10-01
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| Series: | Economic Journal of Emerging Markets |
| Subjects: | |
| Online Access: | http://uiistage.openjournaltheme.com/3310/index.php/JEP/article/view/19698 |
| _version_ | 1828111173770280960 |
|---|---|
| author | Nagmi Moftah Aimer Abdulmula Albashir Lusta |
| author_facet | Nagmi Moftah Aimer Abdulmula Albashir Lusta |
| author_sort | Nagmi Moftah Aimer |
| collection | DOAJ |
| description |
Purpose - |
| first_indexed | 2024-04-11T11:29:40Z |
| format | Article |
| id | doaj.art-a9498ee9d6044142ae5bda5e5004e539 |
| institution | Directory Open Access Journal |
| issn | 2086-3128 2502-180X |
| language | English |
| last_indexed | 2024-04-11T11:29:40Z |
| publishDate | 2021-10-01 |
| publisher | Universitas Islam Indonesia |
| record_format | Article |
| series | Economic Journal of Emerging Markets |
| spelling | doaj.art-a9498ee9d6044142ae5bda5e5004e5392022-12-22T04:26:11ZengUniversitas Islam IndonesiaEconomic Journal of Emerging Markets2086-31282502-180X2021-10-01132Exchange rates and oil price under uncertainty and regime switching: A Markov-switching VAR approachNagmi Moftah Aimer0Abdulmula Albashir Lusta1Department of Economics, Higher Institute of Marine Sciences Techniques, Sabratha, LibyaDepartment of E-commerce, Faculty of Economics and Political Science, Tripoli University, Libya Purpose -http://uiistage.openjournaltheme.com/3310/index.php/JEP/article/view/19698oil priceexchange rateMarkov switching |
| spellingShingle | Nagmi Moftah Aimer Abdulmula Albashir Lusta Exchange rates and oil price under uncertainty and regime switching: A Markov-switching VAR approach Economic Journal of Emerging Markets oil price exchange rate Markov switching |
| title | Exchange rates and oil price under uncertainty and regime switching: A Markov-switching VAR approach |
| title_full | Exchange rates and oil price under uncertainty and regime switching: A Markov-switching VAR approach |
| title_fullStr | Exchange rates and oil price under uncertainty and regime switching: A Markov-switching VAR approach |
| title_full_unstemmed | Exchange rates and oil price under uncertainty and regime switching: A Markov-switching VAR approach |
| title_short | Exchange rates and oil price under uncertainty and regime switching: A Markov-switching VAR approach |
| title_sort | exchange rates and oil price under uncertainty and regime switching a markov switching var approach |
| topic | oil price exchange rate Markov switching |
| url | http://uiistage.openjournaltheme.com/3310/index.php/JEP/article/view/19698 |
| work_keys_str_mv | AT nagmimoftahaimer exchangeratesandoilpriceunderuncertaintyandregimeswitchingamarkovswitchingvarapproach AT abdulmulaalbashirlusta exchangeratesandoilpriceunderuncertaintyandregimeswitchingamarkovswitchingvarapproach |