Financial crises and the nature of correlation between commodity and stock markets
Mehmet Fatih Öztek, Nadir Öcal
| Year of publication: |
March 2017
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|---|---|
| Authors: | Öztek, Mehmet Fatih ; Öcal, Nadir |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 48.2017, p. 56-68
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| Subject: | Multivariate GARCH | Smooth transition conditional correlation | Portfolio diversification | Financialization of commodity markets | Equity-Commodity Co-movements | Korrelation | Correlation | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative | Volatilität | Volatility | Aktienmarkt | Stock market | Portfolio-Management | Portfolio selection | Rohstoffmarkt | Commodity market | Rohstoffpreis | Commodity price | Schätzung | Estimation | Börsenkurs | Share price | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2016.11.008 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011747083