Gold, Oil, and Stocks: Dynamic Correlations
Year of publication: |
2015
|
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Authors: | Baruník, Jozef ; Kocenda, Evžen ; Vácha, Lukáš |
Institutions: | CESifo |
Subject: | financial markets | time-frequency dynamics | gold | oil | stocks | high-frequency data | dynamic correlation | financial crisis | wavelets |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 5333 |
Classification: | C01 - Econometrics ; C13 - Estimation ; c58 ; F37 - International Finance Forecasting and Simulation ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: |
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Barunik, Jozef, (2014)
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Baruník, Jozef, (2014)
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Gold, Oil, and Stocks: Dynamic Correlations
Baruník, Jozef, (2015)
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Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover
Baruník, Jozef, (2015)
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Asymmetric Connectedness on the U.S. Stock Market: Bad and Good Volatility Spillover
Baruník, Jozef, (2015)
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Gold, Oil, and Stocks: Dynamic Correlations
Baruník, Jozef, (2015)
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