On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Enregistré dans:
| Auteurs principaux: | , , |
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| Format: | Article (Journal) |
| Langue: | anglais |
| Publié: |
2014
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| In: |
Journal of empirical finance
Year: 2014, Volume: 29, Pages: 26-40 |
| ISSN: | 0927-5398 |
| Sujets: | |
| Accès en ligne: |
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| Notes sur l'auteur: | Christian Conrad; Karin Loch; Daniel Rittler |
| ISSN: | 0927-5398 |
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