Commodity returns co-movements : Fundamentals or "style" effect?
Year of publication: |
November 2016
|
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Authors: | Charlot, Philippe ; Darné, Olivier ; Moussa, Zakaria |
Published in: |
Journal of international money and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0261-5606, ZDB-ID 872014-9. - Vol. 68.2016, p. 130-160
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Subject: | Commodity financialization | Style effect | Cross-market linkages | Financial crisis | RSDC model | Finanzkrise | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Rohstoffmarkt | Commodity market | Rohstoffderivat | Commodity derivative | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
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