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Commodities & Equities

A "Market of One"?

Language EnglishEnglish
Book Paperback
Book Commodities & Equities Michel A. Robe
Libristo code: 06427005
Publishers Nova Science Publishers Inc, May 2009
Amidst a sharp rise in commodity investing, many have asked whether commodities nowadays move in syn... Full description
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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
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

Categories

Economics, Finance, Business & Management > Finance & accounting > Finance > Investment & securities
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