Work

Aggregation bias in tests of the commodity currency hypothesis

Year: 2021

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2021.106392

Authors: Lasse Bork, Pablo Rovira Kaltwasser, Piet Sercu

Institutions: Aalborg University, KU Leuven

Language: English

Topic: Monetary Policy and Economic Impact

Subfield: General Economics, Econometrics and Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4200343898

FWCI: 1.86

Cites: 41

Cited by: 11

Related to: 10