Dynamic responses and tail-dependence among commodities, the US real interest rate and the dollar
Wanling Huang, André Varella Mollick, Khoa Huu Nguyen
| Year of publication: |
November 2017
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|---|---|
| Authors: | Huang, Wanling ; Mollick, André Varella ; Nguyen Khoa Huu |
| Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 53.2017, 3, p. 959-997
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| Subject: | Commodities | Exchange rates | US real interest rates | Time-varying correlations | VARs | Vine copulas | Wechselkurs | Exchange rate | Realzins | Real interest rate | USA | United States | Korrelation | Correlation | Zins | Interest rate | Schätzung | Estimation | Warenbörse | Commodity exchange | Multivariate Verteilung | Multivariate distribution | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s00181-016-1165-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011892922