Blar i Norges Banks vitenarkiv på emneord "Bayesian dynamic conditional correlation"
Viser treff 1-1 av 1
-
Oil Price Density Forecasts: Exploring the Linkages with Stock Markets
(Working Papers;24/2012, Working paper, 2012)In the recent years several commentators hinted at an increase of the correlation between equity and commodity prices, and blamed investment in commodity-related products for this. First, this paper investigates such claims ...