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
List price: £24.50
You save: 10%
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.
