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Cross-market linkages between commodities, stocks and bonds


  • Julien Chevallier
  • Florian Ielpo


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

Suggested Citation

  • Julien Chevallier & Florian Ielpo, 2013. "Cross-market linkages between commodities, stocks and bonds," Applied Economics Letters, Taylor & Francis Journals, vol. 20(10), pages 1008-1018, July.
  • Handle: RePEc:taf:apeclt:v:20:y:2013:i:10:p:1008-1018 DOI: 10.1080/13504851.2013.772286

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    References listed on IDEAS

    1. Thomas Dohmen & Armin Falk & David Huffman & Uwe Sunde, 2010. "Are Risk Aversion and Impatience Related to Cognitive Ability?," American Economic Review, American Economic Association, vol. 100(3), pages 1238-1260, June.
    2. David Laibson, 1997. "Golden Eggs and Hyperbolic Discounting," The Quarterly Journal of Economics, Oxford University Press, vol. 112(2), pages 443-478.
    3. Gert G. Wagner & Joachim R. Frick & Jürgen Schupp, 2007. "The German Socio-Economic Panel Study (SOEP) – Scope, Evolution and Enhancements," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 127(1), pages 139-169.
    4. Björn Bartling & Ernst Fehr & Barbara Fische & Fabian Kosse & Michel Maréchal & Friedhelm Pfeiffer & Daniel Schunk & Jürgen Schupp & C. Katharina Spieß & Gert G. Wagner, 2010. "Determinanten kindlicher Geduld – Ergebnisse einer Experimentalstudie im Haushaltskontext," Schmollers Jahrbuch : Journal of Applied Social Science Studies / Zeitschrift für Wirtschafts- und Sozialwissenschaften, Duncker & Humblot, Berlin, vol. 130(3), pages 297-323.
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