Oil price uncertainty and movements in the US government bond risk premia
Year of publication: |
2020
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Authors: | Balcilar, Mehmet ; Gupta, Rangan ; Wang, Shixuan ; Wohar, Mark E. |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 52.2020, p. 1-15
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Subject: | Oil price uncertainty | Bond returns and volatility | Higher-order nonparametric causality-in-quantiles test | Ölpreis | Oil price | Volatilität | Volatility | Risikoprämie | Risk premium | USA | United States | Öffentliche Anleihe | Public bond | Kapitaleinkommen | Capital income | Risiko | Risk | Anleihe | Bond | Zinsstruktur | Yield curve |
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