Oil prices, exchange rates and stock markets under uncertainty and regime-switching

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https://hal.univ-cotedazur.fr/hal-02059403
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Submitted on : Wednesday, March 6, 2019 - 3:50:08 PM
Last modification on : Thursday, June 6, 2019 - 2:43:45 PM

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David Roubaud, Mohamed Arouri. Oil prices, exchange rates and stock markets under uncertainty and regime-switching. Finance Research Letters, Elsevier, 2018, 27, pp.28-33. ⟨10.1016/j.frl.2018.02.032⟩. ⟨hal-02059403⟩

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