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Can Oil Prices Forecast Exchange Rates? an Empirical Analysis of the Relationship Between Commodity Prices and Exchange Rates

Can Oil Prices Forecast Exchange Rates? an Empirical Analysis of the Relationship Between Commodity Prices and Exchange Rates

Authors: Kenneth Rogoff, Domenico Ferraro and Barbara Rossi.
Journal of International Money and Finance
Vol. 54 , 116--141, December, 2015.

DOI: 10.1016/j.jimonfin.2015.03.001

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