Search Results for: Azaleas not grafted
commodities nowadays move in sync with traditional financial assets. we provide evidence that challenges this idea. using dynamic correlation and recursive cointegration techniques, we find that the relation between the prices of, and the returns on, investable commodity and u.s. equity indices has not
[email protected] we thank francesca carrieri, pat fishe, andrei kirilenko, delphine lautier, jim moser and david reiffen for helpful comments and suggestions. all remaining errors and omissions, if any, are the authors' sole responsibility. this paper reflects the opinions of its authors only, and not...
https://kipdf.com/commodities-and-equities-a-market-of-one_5b5a75cb097c47e73d8b466f.html