The relationship between Asian equity and commodity futures markets

Author:

Thuraisamy Kannan S.,Sharma Susan Sunila,Ali Ahmed Huson Joher

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference28 articles.

1. Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management;Arouri;Journal of International Money and Finance,2011

2. Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold;Baur;Financial Review,2010

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4. Estimation and inference in nonlinear structural models;Berndt;Annals of Economic and Social Measurement,1974

5. Gold as a hedge against the dollar;Capie;Journal of International Financial Markets, Institutions and Money,2005

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