On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets


Conrad, Christian ; Loch, Karin ; Rittler, Daniel



DOI: https://doi.org/10.1016/j.jempfin.2014.03.009
URL: https://www.sciencedirect.com/science/article/pii/...
Additional URL: https://ssrn.com/abstract=2021199
Document Type: Article
Year of publication: 2014
The title of a journal, publication series: Journal of Empirical Finance
Volume: 29
Page range: 26-40
Place of publication: Amsterdam [u.a.]
Publishing house: Elsevier Science
ISSN: 0927-5398
Publication language: English
Institution: Außerfakultäre Einrichtungen > Graduate School of Economic and Social Sciences - CDSE (Economics)
Subject: 330 Economics

Dieser Eintrag ist Teil der Universitätsbibliographie.




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Conrad, Christian ; Loch, Karin ; Rittler, Daniel (2014) On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets. Journal of Empirical Finance Amsterdam [u.a.] 29 26-40 [Article]


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