On the macroeconomic determinants of long-term volatilities and correlations in US 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 |
| Subjects: | |
| Online Access: |
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| Author Notes: | Christian Conrad; Karin Loch; Daniel Rittler |
| ISSN: | 0927-5398 |
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