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Commodities & Equities

Name: Commodities & Equities
Brand: Nova Science Publishers Inc
SKU: 06427005
Price: 25034 HUF
Availability: InStock
Author: Michel A. Robe
ISBN: 9781606920183

A "Market of One"?

Michel A. Robe

Language

English

Book Paperback

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

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.