Open AccessInterest Rates and the Volatility and Correlation of Commodity Prices
Author(s) -
Joseph W. Gruber,
Robert J. Vigfusson
Publication year - 2012
Publication title -
international finance discussion paper
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.2012.1065
Subject(s) - economics , volatility (finance) , interest rate , speculation , econometrics , commodity , negative correlation , correlation , autoregressive conditional heteroskedasticity , positive correlation , monetary economics , financial economics , macroeconomics , finance , medicine , mathematics , geometry
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