Code: 06427005

Commodities & Equities

Name: Commodities & Equities
Brand: Nova Science Publishers Inc
SKU: 06427005
Price: 66.56 EUR
Availability: BackOrder
Author: Michel A. Robe
ISBN: 9781606920183

by Michel A. Robe

Language: English
Binding: Paperback
Number of pages: 66
Publisher: Nova Science Publishers Inc, 2009
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Book synopsis

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.