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Buyukahin Bahattin, Haigh Michael S., Robe Michel A.:
Commodities And Equities

A "Market Of One"?

Nova Science Publishers Inc (United States), 2009
Paperback, 66 pages
Size: 230x155 mm
ISBN: 9781606920183
ISBN-10: 1606920189

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Commodities And Equities

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.

Related links:

Bahattin Buyukahin
Michael S. Haigh
Michel A. Robe
Commodities
Investment & securities
Finance
Finance & accounting
Economics, finance, business and industry
Nova Science Publishers Inc

More information from Wikipedia:

Bahattin Buyukahin
Michael S. Haigh
Michel A. Robe
© 2006-2009 Eruditor Ltd and its partners

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