A Note on the Empirical Relation between Oil Prices and the Value of the Dollar

This paper offers an empirical characterization of the relation between the international price of oil and exchange rates that is both useful and reliable. Our characterization is useful because it rests on information of asset prices that are determined in functioning asset markets. Our characteriz...

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Bibliographic Details
Main Authors: Jaime Marquez, Silvia Merler
Format: Article
Language:English
Published: MDPI AG 2020-07-01
Series:Journal of Risk and Financial Management
Subjects:
Online Access:https://www.mdpi.com/1911-8074/13/8/164