On the time scale behavior of equity-commodity links : implications for portfolio management
Stelios Bekiros, Duc Khuong Nguyen, Gazi Salah Uddin, Bo Sjö
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Bekiros, Stelios ; Nguyen, Duc Khuong ; Uddin, Mohammed Gazi Salah ; Sjö, Bo |
| Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 41.2016, p. 30-46
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| Subject: | Causality | Multiscale analysis | Commodity markets | Co-movement | Diversification | Portfolio-Management | Portfolio selection | Rohstoffmarkt | Commodity market | Diversifikation | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.intfin.2015.12.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011475907