2022
DOI: 10.1108/ijesm-02-2022-0005
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Oil prices, news-based uncertainty measures and exchange rate returns in BRICS countries

Abstract: Purpose This paper aims to accommodate the influence of both economic policy uncertainty and geopolitical risks in the relationship between oil price and exchange-rate returns in the Brazil, Russia, India, China and South Africa (BRICS) countries through an interaction term (EPGR). Design/methodology/approach The authors use continuous wavelet transform (CWT), wavelet coherence (WC) and partial wavelet coherence (PWC). First, the authors apply the CWT to examine the evolution of oil prices, EPGR and exchange… Show more

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References 37 publications
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