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Commodities and Equities: A "Market of One"?

Commodities and Equities: A "Market of One"?

ISBN: 9781606920183
Publisher: Nova Science Publishers
Edition: UK ed.
Publication Date: 2009-12-01
Number of pages: 66
Any used item that originally included an accessory such as an access code, one time use worksheet, cd or dvd, or other one time use accessories may not be guaranteed to be included or valid. By purchasing this item you acknowledge the above statement.

Amidst a sharp rise in commodity investing, many have asked whether commodities nowadays move in sync with traditional financial assets. This book offers evidence that challenges this idea. It uses dynamic correlation and recursive co-integration techniques to find the relation between the returns on investable commodity and US equity indices.

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