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This article assesses the cross-market linkages between commodities, stocks and bonds in a cointegration framework during 1993–2011
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This article investigates volatility spillovers in commodity markets by following the methodology pioneered in Diebold and Yilmaz (2012). By using a broad data set during 1995–2012, we address three key research questions: are there volatility spillovers within commodities? between standard...
Persistent link: https://www.econbiz.de/10010708343
This article investigates momentum strategies in commodity markets. Using a Markov-switching model and formal tests for the number of regimes in the data, we identify momentum trends for a variety of commodities, exchange rates, interest rates and equities. The data cover the period 1995–2012...
Persistent link: https://www.econbiz.de/10010708391
We examine the impact, on commodity derivative markets, of two financial crises: the Subprime crisis and the bankruptcy of Lehman Brothers. These crises are "external" for commodity markets: they appeared in the financial sphere. Still, because now commodity markets are highly integrated,...
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This study examines the relationship between the status and seniority of product champions, their cultural context and the ability of product champions to enlist top management support for an innovation project. Based on a sample of 82 French and 101 German champions, this work suggests that the...
Persistent link: https://www.econbiz.de/10010707152
Our study focuses on the EU new members, which are transition countries. After a long period of privatization and restructuring, the ownership structure of firms in these countries takes a clearer form. This evolution of ownership structure has a considerable effect on firm performance. In using...
Persistent link: https://www.econbiz.de/10010707391
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