How do bond, equity and commodity cycles interact?
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KeywordsAsset pricing; Cross-market dependence; Granger causality; Financial cycles; Time-varying risk premium; Commodity markets; Gold; Oil; Market volatility;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
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