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Does the price of crude oil help predict the conditional distribution of aggregate equity return?

Does the price of crude oil help predict the conditional distribution of aggregate equity return?

Nonejad, Nima
  • 期刊名称Empirical Economics
  • 作者Nonejad, Nima
  • 印刷ISSN0377-7332
  • 电子ISSN1435-8921
  • 文件大小764.99KB
  • 发表时间2019-2-18
  • DOI10.1007/s00181-019-01643-2
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