Exchange Rates and Oil Prices

Amano, Robert A.; Van Norden, Simon

doi:10.2139/ssrn.7037

Abstract

References (52)

Citations (16)

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Exchange Rates and Oil Prices

HEC Montreal - Department of Finance

September 1995

WP95-8

Abstract:
The authors document a robust and interesting relationship between the real domestic price of oil and real effective exchange rates for Germany, Japan and the United States. They explain why they think the real oil price captures exogenous terms-of-trade shocks and why such shocks could be the most important factor determining real exchange rates in the long run.

Number of Pages in PDF File: 37

JEL Classification: F4, F3, E1

working papers series

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Date posted: December 20, 1995

Suggested Citation

Amano, Robert A. and Van Norden, Simon, Exchange Rates and Oil Prices (September 1995). WP95-8. Available at SSRN: http://ssrn.com/abstract=7037 or http://dx.doi.org/10.2139/ssrn.7037

Contact Information

Robert A. Amano Bank of Canada & CREFE ( email ) 234 Wellington Street Ottawa, Ontario K1A 0G9 Canada 613-782-8827 (Phone) 613-782-7163 (Fax)
Simon Van Norden (Contact Author) HEC Montreal - Department of Finance ( email ) 3000 Chemin de la Cote-Sainte-Catherine Montreal, Quebec H3T 2A7 Canada 514-340-6781 (Phone) 514-340-5632 (Fax) HOME PAGE: http://www.hec.ca/pages/simon.van-norden

Abstract

References (52)

Citations (16)

Exchange Rates and Oil Prices

Robert A. Amano

Simon Van Norden

Date posted: December 20, 1995

Suggested Citation

Contact Information

Robert A. Amano

Simon Van Norden (Contact Author)