Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data-Reference-Cited by-同舟云学术

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Time‐varying causality between bond and oil markets of the United States: Evidence from over one and half centuries of data

Published:2021-02-06 Issue: Volume: Page:
ISSN:1076-9307
Container-title:International Journal of Finance & Economics
language:en
Short-container-title:Int J Fin Econ

Author:

Coronado Semei¹,Gupta Rangan²,Nazlioglu Saban³⁴,Rojas Omar⁵^ORCID

Affiliation:

1. Independent Consultant San Diego California USA

2. Department of Economics University of Pretoria Pretoria South Africa

3. Department of International Trade and Finance, Faculty of Economics and Administrative Sciences Pamukkale Universitesi Denizli Turkey

4. Department of Economics and Finance Nisantasi University Istanbul Turkey

5. Facultad de Ciencias Económicas y Empresariales Universidad Panamericana Zapopan Mexico

Funder

Pamukkale Üniversitesi

Publisher

Wiley

Subject

Economics and Econometrics,Finance,Accounting

Link

https://onlinelibrary.wiley.com/doi/pdf/10.1002/ijfe.2534

Reference53 articles.

1. Oil prices and corporate high‐yield spreads: Evidence from panels of nonenergy and energy European firms;Apergis N.;The Quarterly Review of Economics and Finance,2019

2. Asset value, interest rates and oil price volatility;Arora V.;The Economic Record,2011

3. Asset arbitrage and the price of oil;Arora V.;Economic Modelling,2012

4. The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality‐in‐quantiles test;Bahloul W.;Journal of Multinational Financial Management,2018

5. Computation and analysis of multiple structural change models;Bai J.;Journal of Applied Econometrics,2003

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