Cross-market linkages between commodities, stocks and bonds

dc.contributor.author	Ielpo, Florian
dc.contributor.author	Chevallier, Julien HAL ID: 7536
dc.date.accessioned	2013-09-25T12:34:23Z
dc.date.available	2013-09-25T12:34:23Z
dc.date.issued	2013-07
dc.identifier.uri	https://basepub.dauphine.fr/handle/123456789/11709
dc.language.iso	en	en
dc.subject	Cross-market linkages	en
dc.subject	commodities	en
dc.subject	stocks	en
dc.subject	bonds	en
dc.subject	cointegration	en
dc.subject.ddc	332	en
dc.subject.classificationjel	C32	en
dc.subject.classificationjel	C58	en
dc.subject.classificationjel	G10	en
dc.subject.classificationjel	Q02	en
dc.title	Cross-market linkages between commodities, stocks and bonds	en
dc.type	Article accepté pour publication ou publié
dc.description.abstracten	This article assesses the cross-market linkages between commodities, stocks and bonds in a cointegration framework during 1993–2011	en
dc.relation.isversionofjnlname	Applied Economics Letters
dc.relation.isversionofjnlvol	20	en
dc.relation.isversionofjnlissue	10	en
dc.relation.isversionofjnldate	2013-07
dc.relation.isversionofjnlpages	1008-1018	en
dc.relation.isversionofdoi	http://dx.doi.org/10.1080/13504851.2013.772286	en
dc.relation.isversionofjnlpublisher	Taylor & Francis	en
dc.subject.ddclabel	Economie financière	en
dc.relation.forthcoming	non	en
dc.relation.forthcomingprint	non	en

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