On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets-Reference-Cited by-同舟云学术

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On the macroeconomic determinants of long-term volatilities and correlations in U.S. stock and crude oil markets

Published:2014-12 Issue: Volume:29 Page:26-40
ISSN:0927-5398
Container-title:Journal of Empirical Finance
language:en
Short-container-title:Journal of Empirical Finance

Author:

Conrad Christian,Loch Karin,Rittler Daniel

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference47 articles.

1. Dynamic conditional correlations: on properties and estimation;Aielli;J. Bus. Econ. Stat.,2014

2. Forecasting the price of oil;Alquist,2014

3. Risks for the long-run: a potential resolution of asset pricing puzzles;Bansal;J. Financ.,2004

4. Do we really know that oil caused the great stagflation? A monetary alternative;Barsky,2002

5. Oil and the macroeconomy since the 1970s;Barsky;J. Econ. Perspect.,2004

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