The effect of economic policy uncertainty on the long-run correlation between crude oil and the U.S. stock markets
Libing Fang, Baizhu Chen, Honghai Yu, Cheng Xiong
| Year of publication: |
March 2018
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|---|---|
| Authors: | Fang, Libing ; Chen, Baizhu ; Yu, Honghai ; Xiong, Cheng |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 24.2018, p. 56-63
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| Subject: | DCC-MIDAS model | Economic policy uncertainty | Long-run correlation | Oil-stock correlation | USA | United States | Korrelation | Correlation | Wirtschaftspolitik | Economic policy | Aktienmarkt | Stock market | Ölpreis | Oil price | Schätzung | Estimation | Risiko | Risk | Volatilität | Volatility | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2017.07.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011982466