Oil price fluctuations and exchange rate dynamics in the MENA region: Evidence from non-causality-in-variance and asymmetric non-causality tests

Ridha Nouira (1) , Thouraya Hadj Amor (1) , Christophe Rault (2)

1 FSEG Sfax - Faculté des Sciences Economiques et de Gestion de Sfax
2 LEO - Laboratoire d'Économie d'Orleans [FRE2014]

Domaines: Sciences de l'Homme et Société

Ridha Nouira, Thouraya Hadj Amor, Christophe Rault. Oil price fluctuations and exchange rate dynamics in the MENA region: Evidence from non-causality-in-variance and asymmetric non-causality tests. Quarterly Review of Economics and Finance, 2019, 73, pp.159 - 171. ⟨10.1016/j.qref.2018.07.011⟩. ⟨hal-03487774⟩