Dependence of stock and commodity futures markets in China : implications for portfolio investment
Shawkat Hammoudeh; Duc Khuong Nguyen; Juan Carlos Reboredo; Xiaoqian Wen
| Year of publication: |
2014
|
|---|---|
| Authors: | Hammoudeh, Shawkat ; Nguyen, Duc Khuong ; Reboredo, Juan Carlos ; Wen, Xiaoqian |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 21.2014, p. 183-200
|
| Subject: | China | Commodity futures | Equity markets | Co-movement | Copulas | Portfolio risk management | Rohstoffderivat | Commodity derivative | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Risikomanagement | Risk management | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011304331