Oil price & exchange rate: A comparative study between net oil exporting and net oil importing countries

The goal of this paper is to estimate the long run effects of real oil price and real interest rate differential on real exchange rate for a monthly panel of 8 countries from 1980 to 2008.The modeling exercise follows three steps.In the first step, the paper investigates the integrational properties...

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Bibliographic Details
Main Authors: Azman Aziz, Mukhriz Izraf, Abu Bakar, Nor'Aznin
Format: Article
Language:English
Published: EuroJournals, Inc. 2011
Subjects:
Online Access:http://repo.uum.edu.my/7413/1/EJ.pdf
http://repo.uum.edu.my/7413/
http://www.eurojournals.com/EJEFAS.htm
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