TY  - JOUR
AU  - Jong-Min Kim and Hojin Jung
PY  - 2018/04//
TI  - Dependence Structure between Oil Prices, Exchange Rates, and Interest Rates
JO  - The Energy Journal
VL  - Volume 39
DO  - 10.5547/01956574.39.2.jkim
IS  - 2
SP  - 259
EP  - 280
KW  - Dependence Structure
KW  - GARCH
KW  - Copula
KW  - BEKK representation
SN  - 1944-9089
UR  - http://www.iaee.org/en/publications/ejarticle.aspx?id=3061