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...
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| Format: | Article |
| Language: | English |
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Tomas Bata University in Zlín
2015-09-01
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| Series: | Journal of Competitiveness |
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| Online Access: | http://www.cjournal.cz/files/201.pdf |