Exchange rate and oil price: asymmetric adjustment

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Exchange rate and oil price: asymmetric adjustment

This article aims to investigate whether the interaction between exchange rate and oil price exhibits asymmetric adjustment in Philippines using quarterly data over the period 1970Q1 to 2011Q4. The Threshold Autoregressive (TAR) model reveals that exchange rate and oil price are not cointegrated. Ho...

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Bibliographic Details
Published in:	Applied Economics Letters
Main Author:	Chen J.-E.; Lee C.-Y.; Goh L.-T.
Format:	Article
Language:	English
Published:	2013
Online Access:	https://www.scopus.com/inward/record.uri?eid=2-s2.0-84875188860&doi=10.1080%2f13504851.2013.770118&partnerID=40&md5=2929887602f26944dca5f78f328b5687

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