Cross-market linkages between commodities, stocks and bonds
Ielpo, Florian; Chevallier, Julien (2013), Cross-market linkages between commodities, stocks and bonds, Applied Economics Letters, 20, 10, p. 1008-1018. http://dx.doi.org/10.1080/13504851.2013.772286
Type
Article accepté pour publication ou publiéDate
2013-07Journal name
Applied Economics LettersVolume
20Number
10Publisher
Taylor & Francis
Pages
1008-1018
Publication identifier
Metadata
Show full item recordAbstract (EN)
This article assesses the cross-market linkages between commodities, stocks and bonds in a cointegration framework during 1993–2011Subjects / Keywords
Cross-market linkages; commodities; stocks; bonds; cointegrationRelated items
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