Speculators, commodities and cross-market linkages

Journal of International Money and Finance

Volumn 42, Issue , 2014, Pages 38-70

  Büyükşahin, Bahattin ^a   Robe, Michel A ^b  

^a BANK OF CANADA   (Canada)

^b AMERICAN UNIVERSITY   (United States)

Author keywords

Commodities; Commodity index traders; Cross market linkages; Dynamic conditional correlations (DCCs); Equities; Financialization; G10; G12; G13; G23; Hedge funds; Index funds

Indexed keywords

EID: 84894231741     PISSN: 02615606     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jimonfin.2013.08.004     Document Type: Article

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