Commodities and financial variables: Analyzing relationships in a changing regime environment

International Review of Economics and Finance

Volumn 20, Issue 4, 2011, Pages 469-484

  Bhar, Ramaprasad ^a   Hammoudeh, Shawkat ^b  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

^b DREXEL UNIVERSITY   (United States)

Author keywords

Commodities; Financial variables; Multivariate Markov switching; Regime dependency

Indexed keywords

EID: 79957547962     PISSN: 10590560     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.iref.2010.07.011     Document Type: Article

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