Co-movement between Commodity Market and Equity Market: Does Commodity Market Change?
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References listed on IDEAS
- Gary Gorton & Fumio Hayashi & K. Rouwenhorst, 2006. "Commodity Futures: A Japanese Perspective," Yale School of Management Working Papers amz2609, Yale School of Management, revised 01 Feb 2007.
- repec:srs:jarf12:1:v:1:y:2009:i:2:p:187-192 is not listed on IDEAS
- Yamori NOBUYOSHI, 2009.
"Characteristics Of Japan'S Commodities Index And Its Correlation With Stock Index,"
Journal of Applied Research in Finance Bi-Annually,
ASERS Publishing, vol. 0(2), pages 187-192, December.
- Yamori, Nobuyoshi, 2009. "Characteristics of Japan’s Commodities Index and its Correlation with Stock Index," MPRA Paper 17160, University Library of Munich, Germany.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Michael Graham & Jarno Kiviaho & Jussi Nikkinen, 2013. "Short-term and long-term dependencies of the S&P 500 index and commodity prices," Quantitative Finance, Taylor & Francis Journals, vol. 13(4), pages 583-592, March.
- Laila Amir Memdani & Rajya lakshmi Kandukuri, 2014. "Nexus between Returns in Commodity Market and Equity Market: A Case of Indian Steel Industry," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 10(3), pages 59-72, June.
More about this item
KeywordsTOCOM; Commodity Futures; Japan; Index; Bubble;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G19 - Financial Economics - - General Financial Markets - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-06-11 (All new papers)
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