Delatte, Anne-Laure; Lopez, Claude - In: Journal of Banking & Finance 37 (2013) 12, pp. 5346-5356
using a flexible approach that allows us to investigate whether the co-movement is: (i) symmetrical and frequent, (ii) (a … lead to false evidence of asymmetry. Third, a growing co-movement between industrial metals and equity markets is … identified as early as 2003; this co-movement spreads to all commodity classes and becomes unambiguously stronger with the global …