Data and code for: Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data

Published: 17 Feb 2020 | Version 1 | DOI: 10.17632/t36pgrnchf.1
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Description of this data

Data and code for: Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data

Experiment data files

Latest version

  • Version 1

    2020-02-17

    Published: 2020-02-17

    DOI: 10.17632/t36pgrnchf.1

    Cite this dataset

    Rojas, Omar; Coronado, Semei; Gupta, Rangan; Nazlioglu, Saban (2020), “Data and code for: Time-Varying Causality between Bond and Oil Markets of the United States: Evidence from Over One and Half Centuries of Data”, Mendeley Data, v1 http://dx.doi.org/10.17632/t36pgrnchf.1

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Downloads: 242

Categories

Crude Oil, Financial Market, Granger Causality Test, Volatility

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The files associated with this dataset are licensed under a Creative Commons Attribution 4.0 International licence.

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