Balcilar, Mehmet; Gupta, Rangan; Wang, Shixuan; Wohar, Mark E.
(Elsevier, 2020-04)
In this paper, we analyze the predictability of the movements of bond premia of US Treasury due to oil price uncertainty over the monthly period 1953:06 to 2016:12. For our purpose, we use a higher order nonparametric ...