Relationship between exchange rates, palm oil prices, and crude oil prices: A vine copula based GARCH approach

The dollar is the leading international currency, and it is used widely in the majority of international financial transactions. The various food products that comprise agricultural commodities, as also crude oil, have been using the dollar exchange rate for international trade. Over the past severa...

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Bibliographic Details
Main Authors: Teera Kiatmanaroch, Songsak Sriboonchitta
Format: Book Series
Published: 2018
Subjects:
Online Access:https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=84897835015&origin=inward
http://cmuir.cmu.ac.th/jspui/handle/6653943832/53409
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Institution: Chiang Mai University