Cross-Market Linkages: The Case of Commodities, Bonds, Inflation and Industrial Production
Julien Chevallier and
Florian Ielpo ()
Australian Economic Review, 2014, vol. 47, issue 2, 189-198
type="main" xml:lang="en"> This article provides a case-study of the cross-market linkages at stake between commodities, bonds, industrial production and inflation. We show that one cointegration relationship exists between these variables during 1993–2011 and by taking into account structural breaks.
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