Does global liquidity drive commodity prices?
Joscha Beckmann; Ansgar Belke; Robert Czudaj
| Year of publication: |
2014
|
|---|---|
| Authors: | Beckmann, Joscha ; Belke, Ansgar ; Czudaj, Robert |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 48.2014, p. 224-234
|
| Subject: | Global liquidity | Cointegration | Commodity prices | Common components | Markov-switching error correction | Kointegration | Rohstoffpreis | Commodity price | Welt | World | Liquidität | Liquidity | VAR-Modell | VAR model | Schock | Shock | Schätzung | Estimation | Marktliquidität | Market liquidity |
| 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/10010508140