Macro News and Commodity Returns
Year of publication: |
2015
|
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Authors: | Caporale, Guglielmo Maria ; Spagnolo, Fabio ; Spagnolo, Nicola |
Publisher: |
Munich : Center for Economic Studies and ifo Institute (CESifo) |
Subject: | macro news | commodity prices | VAR-GARCH model |
Series: | CESifo Working Paper ; 5551 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 837225159 [GVK] hdl:10419/123207 [Handle] RePec:ces:ceswps:_5551 [RePEc] |
Classification: | C32 - Time-Series Models ; F36 - Financial Aspects of Economic Integration ; G15 - International Financial Markets |
Source: |
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Macro news and commodity returns
Caporale, Guglielmo Maria, (2015)
-
Macro news and commodity returns
Caporale, Guglielmo Maria, (2015)
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Macro news and commodity returns
Caporale, Guglielmo Maria, (2015)
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Macro News and Stock Returns in the Euro Area: A VAR-GARCH-in-Mean Analysis
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Macro News and Bond Yield Spreads in the Euro Area
Caporale, Guglielmo Maria, (2014)
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Macro News and Bond Yield Spreads in the Euro Area
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