On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets
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| Main Authors: | , , |
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| Format: | Article (Journal) |
| Language: | English |
| Published: |
2014
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| In: |
Journal of empirical finance
Year: 2014, Volume: 29, Pages: 26-40 |
| ISSN: | 0927-5398 |
| DOI: | 10.1016/j.jempfin.2014.03.009 |
| Online Access: | Verlag, Volltext: http://dx.doi.org/10.1016/j.jempfin.2014.03.009
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| Author Notes: | Christian Conrad, Karin Loch, Daniel Rittler |
| Item Description: | Gesehen am 07.09.2016 |
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| Physical Description: | Online Resource |
| ISSN: | 0927-5398 |
| DOI: | 10.1016/j.jempfin.2014.03.009 |