Mollick, André Varella; Assefa, Tibebe Abebe - In: Energy Economics 36 (2013) C, pp. 1-18
Using daily data from January 1999 to December 2011, we examine U.S. stock returns (S&P 500, Dow Jones, NASDAQ, and Russell 2000) based on a wide range of information, including equity VIX volatility, inflation expectations, interest rates, gold prices, and the USD/Euro exchange rate. The focus...
