Links Between Commodity Futures And Stock Market: Diversification Benefits, Financialization And Financial Crises
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More about this item
KeywordsCommodity indices; S&P 500; Diversification; Financial Crises; ADCC-GARCH Model; Financialization;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
StatisticsAccess and download statistics
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