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Commodities And Equities A Market Of One Bahattin Byksahin

  • SKU: BELL-1690912
Commodities And Equities A Market Of One Bahattin Byksahin
$ 31.00 $ 45.00 (-31%)

4.8

64 reviews

Commodities And Equities A Market Of One Bahattin Byksahin instant download after payment.

Publisher: Nova Science Publishers
File Extension: PDF
File size: 4.72 MB
Pages: 78
Author: Bahattin Byksahin, Bahattin B'Uy'uksahin
ISBN: 9781606920183, 1606920189
Language: English
Year: 2009

Product desciption

Commodities And Equities A Market Of One Bahattin Byksahin by Bahattin Byksahin, Bahattin B'uy'uksahin 9781606920183, 1606920189 instant download after payment.

Amidst a sharp rise in commodity investing, many have asked whether commodities nowadays move in sync with traditional financial assets. The authors provide evidence that challenges this idea. Using dynamic correlation and recursive co-integration techniques, they found that the relation between the returns on investable commodity and U.S. equity indices has not changed significantly in the last fifteen years. The authors also find no evidence of any secular increase in co-movement between the returns on commodity and equity investments during periods of extreme returns.

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