The Myth of Comoving Commodity Prices

Author:

McDermott C. John,Scott Alasdair,Cashin Paul, , ,

Publisher

International Monetary Fund (IMF)

Subject

General Medicine

Reference14 articles.

1. Market Commodity Prices: The Implications of the Co-movement and Excess Co-movement Issue;Palaskas,1993

2. The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis;Perron;Econometrica,1989

3. The Excess Comovement of Commodity Prices Reconsidered;Deb;Journal of Applied Econometrics,1996

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