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Commodities & Equities
- A "Market of One"?
Engelsk
Bogcover for Commodities & Equities af Bahattin Buyukahin, Michael S Haigh, Michel A Robe, 9781606920183
Specifikationer
Sprog:
Engelsk
Sider:
66
ISBN-13:
9781606920183
Indbinding:
Paperback
ISBN-10:
1606920189
Udg. Dato:
28 maj 2009
Størrelse i cm:
22,6 x 15,6 x 0,7
Oplagsdato:
28 maj 2009

Commodities & Equities

- A "Market of One"?
Engelsk
Paperback 2009
Format:

Bog beskrivelse
Amidst a sharp rise in commodity investing, many have asked whether commodities nowadays move in sync with traditional financial assets. The authors provide evidence that challenges this idea. Using dynamic correlation and recursive co-integration techniques, they found that the relation between the returns on investable commodity and U.S. equity indices has not changed significantly in the last fifteen years. The authors also find no evidence of any secular increase in co-movement between the returns on commodity and equity investments during periods of extreme returns.
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Specifikationer
Sprog:
Engelsk
Sider:
66
ISBN-13:
9781606920183
Indbinding:
Paperback
ISBN-10:
1606920189
Udg. Dato:
28 maj 2009
Størrelse i cm:
22,6 x 15,6 x 0,7
Oplagsdato:
28 maj 2009
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