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
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.

BASE: Conrad, Christian ; Loch, Karin ; Rittler, Daniel

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