Time-varying causality between bond and oil markets of the United States : evidence from over one and half centuries of data
Semei Coronado, Rangan Gupta, Saban Nazlioglu, Omar Rojas
| Year of publication: |
2023
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| Authors: | Coronado, Semei ; Gupta, Rangan ; Nazlıoğlu, Şaban ; Rojas, Omar |
| Published in: |
International journal of finance & economics : IJFE. - Chichester [u.a.] : Wiley, ISSN 1099-1158, ZDB-ID 1493204-0. - Vol. 28.2023, 3, p. 2239-2247
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| Subject: | bond and oil markets | returns and volatility spillovers | time-varying causality | USA | United States | Volatilität | Volatility | Ölmarkt | Oil market | Kausalanalyse | Causality analysis | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2534 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014327517