Commodity Returns Co-Movements : Fundamentals or 'Style' Effect?
Year of publication: |
2015
|
---|---|
Authors: | Philippe, Charlot |
Other Persons: | Darné, Olivier (contributor) ; Moussa, Zakaria (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Börsenkurs | Share price |
Extent: | 1 Online-Ressource (34 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 08, 2015 erstellt |
Classification: | C22 - Time-Series Models ; G01 - Financial Crises ; G10 - General Financial Markets. General ; G12 - Asset Pricing ; Q4 - Energy |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Examining mean-volatility spillovers across national stock markets
Natarajan, Vinodh Kesavaraj, (2014)
-
Are REITs real estate? : evidence from international sector level data
Hoesli, Martin, (2012)
-
The acceleration effect and gamma factor in asset pricing
Ardila, Diego, (2015)
- More ...
-
Commodity returns co-movements : Fundamentals or "style" effect?
Charlot, Philippe, (2016)
-
The sensitivity of Fama-French factors to economic uncertainty
Charles, Amélie, (2014)
-
Hierarchical Hidden Markov Structure for Dynamic Correlations : The Hierarchical RSDC Model
Philippe, Charlot, (2008)
- More ...