✦ LIBER ✦
Does the price of crude oil respond to macroeconomic news?
✍ Scribed by Arjun Chatrath; Hong Miao; Sanjay Ramchander
- Publisher
- John Wiley and Sons
- Year
- 2011
- Tongue
- English
- Weight
- 158 KB
- Volume
- 32
- Category
- Article
- ISSN
- 0270-7314
No coin nor oath required. For personal study only.
✦ Synopsis
We thank the editor and referee for their valuable comments and suggestions. We also thank Professor Lutz Kilian for providing us the program code to compute the robust P-values.