On the study of conditional dependence structure between oil, gold and USD exchange rates

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https://halshs.archives-ouvertes.fr/halshs-02148924
Contributor : Stéphane Goutte <>
Submitted on : Wednesday, June 5, 2019 - 10:09:52 PM
Last modification on : Friday, June 7, 2019 - 1:15:41 AM

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Rihab Bedoui, Sana Braeik, Stéphane Goutte, Khaled Guesmi. On the study of conditional dependence structure between oil, gold and USD exchange rates. International Review of Financial Analysis, Elsevier, 2018, 59, pp.134-146. ⟨10.1016/j.irfa.2018.07.001⟩. ⟨halshs-02148924⟩

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