Linkages among U.S. Treasury Bond Yields, Commodity Futures and Stock Market Implied Volatility: New Nonparametric Evidence
This paper aims to explore specific cross-asset market correlations over the past fifteen- yearperiod-from January 04, 1999 till April 01, 2015, and within four sub-phases covering both the crisis and the non-crisis periods. On the basis of multivariate statistical methods, we focus on investigating...
Na minha lista:
| Autor principal: | |
|---|---|
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Tomas Bata University in Zlín
2015-09-01
|
| coleção: | Journal of Competitiveness |
| Assuntos: | |
| Acesso em linha: | http://www.cjournal.cz/files/201.pdf |
| Tags: |
Sem tags, seja o primeiro a adicionar uma tag!
|