On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation
Year of publication: |
2012-03-14
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Authors: | Conrad, Christian ; Loch, Karin ; Rittler, Daniel |
Institutions: | Alfred-Weber-Institut für Wirtschaftswissenschaften, Fakultät für Wirtschafts- und Sozialwissenschaften |
Subject: | Oil-stock relationship | long-term volatility | long-term correlation | GARCH-MIDAS | DCC-MIDAS |
Extent: | text/html application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | This paper is part of http://archiv.ub.uni-heidelberg.de/volltextserver/view/schriftenreihen/sr-3.html Number 0525 |
Classification: | C32 - Time-Series Models ; c58 ; Q43 - Energy and the Macroeconomy |
Source: |
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On the Macroeconomic Determinants of the Long-Term Oil-Stock Correlation
Conrad, Christian, (2012)
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On the macroeconomic determinants of the long-term oil-stock correlation
Conrad, Christian, (2012)
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Conrad, Christian, (2014)
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