Macroeconomic uncertainty : does it matter for commodity prices?
Libo Yin and Liyan Han
Year of publication: |
2014
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Authors: | Yin, Libo ; Han, Liyan |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 21.2014, 10/12, p. 711-716
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Subject: | policy related uncertainty | equity related uncertainty | multivariate DCC-GARCH | commodity prices | Theorie | Theory | Rohstoffpreis | Commodity price | Risiko | Risk | Volatilität | Volatility | Rohstoffmarkt | Commodity market |
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