Commodities & Equities: A "Market of One"?

ISBN-13: 9781606920183 / Angielski / Miękka / 2009 / 66 str.

Bahattin Büyükahin;Michael S Haigh;Michel A Robe

Opis

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 technique