A view to the long-run dynamic relationship between crude oil and the major asset classes
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DOI: 10.1016/j.iref.2014.06.002
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More about this item
Keywords
DCC-MIDAS; Crude oil; Asset classes; Financial crisis; Fed tapering;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G01 - Financial Economics - - General - - - Financial Crises
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
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