Co-Movement between Commodity Market and Equity Market: Does Commodity Market Change?

Yamori, Nobuyoshi (2011) Co-Movement between Commodity Market and Equity Market: Does Commodity Market Change? Modern Economy, 02 (03). pp. 335-339. ISSN 2152-7245

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Official URL: https://doi.org/10.4236/me.2011.23036

Abstract

This paper, using Japanese market data, finds that although the correlation between equity markets and commodity market used to be negative or almost zero before around 2006, it has increased significantly after the global financial crisis in Autumn of 2008. In this sense, the commodity market lost its character as an alternative asset.

Item Type:	Article
Subjects:	Eprints AP open Archive > Multidisciplinary
Depositing User:	Unnamed user with email admin@eprints.apopenarchive.com
Date Deposited:	30 Jun 2023 05:09
Last Modified:	02 Nov 2023 06:24
URI:	http://asian.go4sending.com/id/eprint/819

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