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0550730 - NHU-C 2022 RIV GB eng J - Journal Article
Anatolyev, Stanislav - Seleznev, S. - Selezneva, Veronika
How does the financial market update beliefs about the real economy? Evidence from the oil market.
Journal of Applied Econometrics. Roč. 36, č. 7 (2021), s. 938-961. ISSN 0883-7252. E-ISSN 1099-1255
R&D Projects: GA ČR(CZ) GA17-27567S
Institutional support: Progres-Q24
Keywords : oil market * ultra high frequency data * futures returns
OECD category: Applied Economics, Econometrics
Impact factor: 2.460, year: 2021
Method of publishing: Limited access
https://doi.org/10.1002/jae.2841
Permanent Link: http://hdl.handle.net/11104/0326037