Dynamic responses and tail-dependence among commodities, the US real interest rate and the dollar

Huang, Wanling; Mollick, André Varella; Nguyen, Khoa Huu

doi:10.1007/s00181-016-1165-6

Full bibliography

Dynamic responses and tail-dependence among commodities, the US real interest rate and the dollar

Resource type

Authors/contributors

Title

Dynamic responses and tail-dependence among commodities, the US real interest rate and the dollar

Publication

Empirical Economics

Date

11/2017

Volume

53

Issue

3

Pages

959-997

Journal Abbr

Empir Econ

DOI

10.1007/s00181-016-1165-6

Citation Key

huangDynamicResponsesTaildependence2017

URL

http://link.springer.com/10.1007/s00181-016-1165-6

Accessed

10/8/19, 2:45 PM

ISSN

0377-7332, 1435-8921

Language

en

Library Catalog

DOI.org (Crossref)

Extra

5 citations (Crossref) [2023-10-31]

Citation

Huang, W., Mollick, A. V., & Nguyen, K. H. (2017). Dynamic responses and tail-dependence among commodities, the US real interest rate and the dollar. Empirical Economics, 53(3), 959–997. https://doi.org/10.1007/s00181-016-1165-6

Link to this record

https://libweb.southernct.edu/authors/bibliography/3HPRMJ9S