On the macroeconomic determinants of long-term volatilities and correlations in US stock and crude oil markets
Christian Conrad; Karin Loch; Daniel Rittler
| Year of publication: |
2014
|
|---|---|
| Authors: | Conrad, Christian ; Stürmer, Karin ; Rittler, Daniel |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 29.2014, p. 26-40
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| Subject: | Oil-stock relationship | Long-term volatility | Long-term correlation | GARCH-MIDAS | DCC-MIDAS | Volatilität | Volatility | Schätzung | Estimation | Ölpreis | Oil price | USA | United States | Börsenkurs | Share price | Konjunktur | Business cycle | Korrelation | Correlation | Welt | World | Wirtschaftswachstum | Economic growth | Aktienmarkt | Stock market | ARCH-Modell | ARCH model |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011300507