Cross-market linkages between commodities, stocks and bonds
Year of publication: |
2013
|
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Authors: | Chevallier, Julien ; Ielpo, Florian |
Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 20.2013, 10/12, p. 1008-1018
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Subject: | cross-market linkages | commodities | stocks | bonds | cointegration | Kointegration | Cointegration | Börsenkurs | Share price | Rentenmarkt | Bond market | Anleihe | Bond | Rohstoffmarkt | Commodity market | Rohstoffderivat | Commodity derivative | Aktienmarkt | Stock market |
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