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Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS. (2023). Qabhobho, Thobekile.
In: International Journal of Energy Economics and Policy.
RePEc:eco:journ2:2023-02-25.

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  42. Qabhobho: Assessing the Asymmetric Effect of Local Realized Exchange Rate Volatility and Implied Volatilities in Energy Market on Exchange Rate Returns in BRICS International Journal of Energy Economics and Policy | Vol 13 • Issue 2 • 2023 239 Ding, L., Vo, M. (2012), Exchange rates and oil prices: A multivariate stochastic volatility analysis. The Quarterly Review of Economics and Finance, 52(1), 15-37.
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