Testing for asymmetric causality between U.S. equity returns and commodity futures returns
Duc Khuong Nguyen, Ricardo M. Sousa, Gazi Salah Uddin
| Year of publication: |
February 2015
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|---|---|
| Authors: | Nguyen, Duc Khuong ; Sousa, Ricardo M. ; Uddin, Mohammed Gazi Salah |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 12.2015, p. 38-47
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| Subject: | Equity returns | Commodity futures returns | Asymmetric causality | Kapitaleinkommen | Capital income | Rohstoffderivat | Commodity derivative | USA | United States | Kausalanalyse | Causality analysis | Schätzung | Estimation | Kapitalmarktrendite | Capital market returns | Risikoprämie | Risk premium |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2014.12.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011552233