Kniha Commodities & Equities Michel A. Robe

Commodities & Equities

A "Market of One"?

Jazyk: Angličtina
Väzba: Brožovaná
Dostupnosť: 50 % šanca
Prehľadáme celý svet
64.68
Amidst a sharp rise in commodity investing, many have asked whether commodities nowadays move in syn...

Informácie o knihe

Jazyk
Angličtina
Väzba
Kniha - Brožovaná
Vydalo
2009
Stránok
66
EAN
9781606920183
ISBN
9781606920183
Enbook ID
06427005
Hmotnosť
156
Rozmery
156 x 226 x 7

Kompletný popis

Amidst a sharp rise in commodity investing, many have asked whether commodities nowadays move in sync with traditional financial assets. This book offers evidence that challenges this idea. It uses dynamic correlation and recursive co-integration techniques to find the relation between the returns on investable commodity and US equity indices.

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