Cross-market linkages between commodities, stocks and bonds

Julien Chevallier and Florian Ielpo

Applied Economics Letters, 2013, vol. 20, issue 10, 1008-1018

Abstract: This article assesses the cross-market linkages between commodities, stocks and bonds in a cointegration framework during 1993--2011.

Date: 2013
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DOI: 10.1080/13504851.2013.772286

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