Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras
Year of publication: |
2021
|
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Authors: | Wadud, Sania ; Durand, Robert B. ; Gronwald, Marc |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | financialisation | volatility dynamics | Samuelson hypothesis | correlation | seasonality |
Series: | CESifo Working Paper ; 9202 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1766020089 [GVK] hdl:10419/245383 [Handle] RePec:ces:ceswps:_9202 [RePEc] |
Classification: | C32 - Time-Series Models ; G12 - Asset Pricing ; G15 - International Financial Markets |
Source: |
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Wadud, Sania, (2021)
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