Do crude oil prices and the sentiment index influence foreign exchange rates differently in oil-importing and oil-exporting countries? A dynamic connectedness analysis

Title
Do crude oil prices and the sentiment index influence foreign exchange rates differently in oil-importing and oil-exporting countries? A dynamic connectedness analysis
Authors
Keywords
Dynamic connectedness, TVP-VAR, Foreign exchange, Crude oil, Sentiment index, Oil-importing, Oil-exporting, COVID-19
Journal
RESOURCES POLICY
Volume 74, Issue -, Pages 102400
Publisher
Elsevier BV
Online
2021-10-22
DOI
10.1016/j.resourpol.2021.102400

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