Gold, Oil, and Stocks
Year of publication: |
2014
|
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Authors: | Baruník, Jozef ; Kočenda, Evžen ; Vácha, Lukáš |
Publisher: |
Kiel : Kiel University, FinMaP - Financial Distortions and Macroeconomic Performance |
Subject: | financial markets | time-frequency dynamics | gold | oil | stocks | high-frequency data | dynamic correlation | financial crisis | wavelets |
Series: | FinMaP-Working Paper ; 14 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 797423400 [GVK] hdl:10419/102278 [Handle] RePEc:zbw:fmpwps:14 [RePEc] |
Classification: | C01 - Econometrics ; C13 - Estimation ; c58 ; F37 - International Finance Forecasting and Simulation ; G11 - Portfolio Choice ; G15 - International Financial Markets |
Source: |
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Barunik, Jozef, (2014)
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Baruník, Jozef, (2014)
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Gold, Oil, and Stocks: Dynamic Correlations
Baruník, Jozef, (2015)
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Baruník, Jozef, (2014)
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Gold, oil, and stocks : dynamic correlations
Baruník, Jozef, (2016)
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Asymmetric connectedness on the US stock market : bad and good volatility spillovers
Baruník, Jozef, (2015)
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