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Amidst a sharp rise in commodity investing, many have asked whether commodities nowadays move in syn...
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Libristo code: 06427005
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Amidst a sharp rise in commodity investing, many have asked whether commodities nowadays move in sync with traditional financial assets. This book offers evidence that challenges this idea. It uses dynamic correlation and recursive co-integration techniques to find the relation between the returns on investable commodity and US equity indices.
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About the book
Full name
Commodities & Equities
Author
Michel A. Robe
Language
English
English
Binding
Book - Paperback
Date of issue
2009
Number of pages
66
EAN
9781606920183
ISBN
9781606920183
Libristo code
06427005
Publishers
Nova Science Publishers Inc
Weight
156
Dimensions
156 x 226 x 7
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