A truly market-value weighted commodity index
Michael Ludwig, Herbert G. Mayer, Andreas W. Rathgeber
| Year of publication: |
May 2017
|
|---|---|
| Authors: | Ludwig, Michael ; McMillan, David G. ; McMillan, Fiona J. |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 18.2017, 3, p. 222-242
|
| Subject: | stock markets | correlations | firm-level | sectors | time-varying | Korrelation | Correlation | Aktienmarkt | Stock market | Aktienindex | Stock index | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41260-016-0038-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704229