Have the causal effects between equities, oil prices, and monetary policy changed over time?
Alexander Kurov, Eric Olson, Marketa Halova Wolfe
| Year of publication: |
2024
|
|---|---|
| Authors: | Kurov, Alexander ; Olson, Eric ; Halova Wolfe, Marketa |
| Published in: |
Journal of commodity markets : JCM. - Amsterdam : Elsevier, ISSN 2405-8505, ZDB-ID 2851869-X. - Vol. 36.2024, Art.-No. 100446, p. 1-21
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| Subject: | Financial markets | Futures | Heteroskedasticity | Identification | Intraday data | Monetary policy | Oil prices | Geldpolitik | Ölpreis | Oil price | Börsenkurs | Share price | Volatilität | Volatility | Finanzmarkt | Financial market | Inflation | Wirkungsanalyse | Impact assessment |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jcomm.2024.100446 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015162629