Time-varying diversification benefits of commodity futures
Year of publication: |
2019
|
---|---|
Authors: | Demiralay, Sercan ; Bayraci, Selcuk ; Gaye Gencer, H. |
Published in: |
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria. - Berlin : Springer, ISSN 0377-7332, ZDB-ID 519394-1. - Vol. 56.2019, 6, p. 1823-1853
|
Subject: | Commodity futures | Dynamic correlations | Equity markets | Portfolio diversification | Rohstoffderivat | Commodity derivative | Portfolio-Management | Portfolio selection | Korrelation | Correlation | Diversifikation | Diversification | Aktienmarkt | Stock market |
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