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Books > Business & Economics > Finance & accounting > Finance > Investment & securities > Commodities

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Commodities & Equities - A "Market of One"? (Paperback, New) Loot Price: R1,115

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Commodities & Equities - A "Market of One"? (Paperback, New): Bahattin Buyukahin, Michael S. Haigh, Michel A. Robe

Commodities & Equities - A "Market of One"? (Paperback, New)

Bahattin Buyukahin, Michael S. Haigh, Michel A. Robe

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List price ~~R1,191~~ Loot Price R1,115 Discovery Miles 11 150 | Repayment Terms: R104 pm x 12* You Save R76 (6%)

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Amidst a sharp rise in commodity investing, many have asked whether commodities nowadays move in sync with traditional financial assets. The authors provide evidence that challenges this idea. Using dynamic correlation and recursive co-integration techniques, they found that the relation between the returns on investable commodity and U.S. equity indices has not changed significantly in the last fifteen years. The authors also find no evidence of any secular increase in co-movement between the returns on commodity and equity investments during periods of extreme returns.

General

Imprint:	nova science publishers
Country of origin:	United States
Release date:	May 2009
First published:	December 2009
Authors:	Bahattin Buyukahin • Michael S. Haigh • Michel A. Robe
Dimensions:	155 x 230 x 7mm (L x W x T)
Format:	Paperback
Pages:	66
Edition:	New
ISBN-13:	978-1-60692-018-3
Categories:	Books > Business & Economics > Finance & accounting > Finance > Investment & securities > Commodities Books > Money & Finance > Investment & securities > Commodities Promotions
LSN:	1-60692-018-9
Barcode:	9781606920183