Causal nexus between crude oil and US corporate bonds
Year of publication: |
2021
|
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Authors: | Shahzad, Syed Jawad Hussain ; Bouri, Elie ; Hernandez, Jose Areola ; Roubaud, David |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 80.2021, p. 577-589
|
Subject: | Bayesian model averaging | Energy bond index | Frequency domain causality | High-yield bonds | Investment-grade bonds | Oil price volatility | Ölpreis | Oil price | Unternehmensanleihe | Corporate bond | Volatilität | Volatility | Kausalanalyse | Causality analysis | USA | United States | Anleihe | Bond | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Öffentliche Anleihe | Public bond |
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