Information uncertainty, volatility connectedness of oil stocks, and stock-bond return relation
碩士 === 銘傳大學 === 財務金融學系碩士班 === 107 === This paper examines whether time-frequency dynamics of volatility connectedness for oil companies has an influence on stock and bond returns. Motivated by Křehlík and Baruník (2017), this paper hypothesizes that short- and long-term volatility connectedness cont...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2019
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| Online Access: | http://ndltd.ncl.edu.tw/handle/b2c9ab |