Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries
Mardi | 2019-03-05 Salle des thèses 16h – 17h20 Cyriac GUILLAUMIN – Salem Boubakri – Alexandre SILANINE The aim of this paper is to contribute to the existing literature by exploring the relationship between the real commodity price volatilities and the real effective exchange rate (REER) of commodity-exporting countries, taking into account the transmission channel of financial market integration. To this end, we consider a sample of 42 commodity-exporting countries subdivided into 4 panels: food and beverages, energy, metals, and […]