Financial Market Stress and Commodity Returns: A Dynamic Approach
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- Julien Chevallier, 2025. "Commodities : The Year 2024 in Retrospect," Commodities, MDPI, vol. 4(1), pages 1-5, January.
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Keywords
financial market stress; commodity index returns; S&P GSCI index; office of financial research financial stress index; time-varying Granger causality; Markov-switching;All these keywords.
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