Cross-market linkages : the case of commodities, bonds, inflation and industrial production
Year of publication: |
2014
|
---|---|
Authors: | Chevallier, Julien ; Ielpo, Florian |
Published in: |
The Australian economic review. - Richmond, Victoria : Wiley-Blackwell, ISSN 0004-9018, ZDB-ID 862684-4. - Vol. 47.2014, 2, p. 189-198
|
Subject: | Rohstoffmarkt | Commodity market | Rentenmarkt | Bond market | Industrieproduktion | Industrial production | Inflation | Korrelation | Correlation | Strukturbruch | Structural break | USA | United States | 1993-2011 |
-
Fang, Libing, (2017)
-
Breaks, trends and correlations in commodity prices in the very long-run
Awaworyi Churchill, Sefa, (2022)
-
Nominal facts and the October 1979 policy change
Gavin, William T., (2000)
- More ...
-
The Economics of Commodity Markets.
Chevallier, Julien, (2013)
-
Common risk factors in commodities
Chevallier, Julien, (2013)
-
“Time series momentum” in commodity markets
Chevallier, Julien, (2014)
- More ...