How do bond, equity and commodity cycles interact?

Narayan, Paresh Kumar, Thuraisamy, Kannan S. and Wagner, Niklas F. 2017, How do bond, equity and commodity cycles interact?, Finance research letters, vol. 21, pp. 151-156, doi: 10.1016/j.frl.2016.11.005.

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Title How do bond, equity and commodity cycles interact?
Author(s) Narayan, Paresh Kumar
Thuraisamy, Kannan S.
Wagner, Niklas F.
Journal name Finance research letters
Volume number 21
Start page 151
End page 156
Total pages 6
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2017-05
ISSN 1544-6123
Keyword(s) Asset pricing
Cross-market dependence
Granger causality
Financial cycles
Time-varying risk premium
Commodity markets
Gold
Oil
Market volatility
Social Sciences
Business, Finance
Business & Economics
Language eng
DOI 10.1016/j.frl.2016.11.005
Field of Research 150299 Banking, Finance and Investment not elsewhere classified
1502 Banking, Finance And Investment
Socio Economic Objective 970115 Expanding Knowledge in Commerce
HERDC Research category C1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Copyright notice ©2016, Elsevier
Persistent URL http://hdl.handle.net/10536/DRO/DU:30090450

Document type: Journal Article
Collection: Department of Economics
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