Date
2013-07
Dewey
Economie financière
Sujet
Cross-market linkages; commodities; stocks; bonds; cointegration
JEL code
C32; C58; G10; Q02
Journal issue
Applied Economics Letters
Volume
20
Number
10
Publication date
07-2013
Article pages
1008-1018
Publisher
Taylor & Francis
Author
Ielpo, Florian
Chevallier, Julien
Type
Article accepté pour publication ou publié
Abstract (EN)
This article assesses the cross-market linkages between commodities, stocks and bonds in a cointegration framework during 1993–2011
