Based on daily data from 1989-2016 we find that the correlations between some relevant commodity market futures and equity returns in the aggregate U.S. market, and specifically in the energy sector stocks have changed strongly during the stock market crisis periods. The correlation between...

This study uses a sample of Western European banks to examine the development in bank asset liquidity during the era of low interest rates. The results suggest that asset liquidity has converged during this period; the least liquid banks have improved their liquidity whereas the most liquid banks...