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Applied Economics Letters Volume 20, 2013 - Issue 10
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Original Articles

Cross-market linkages between commodities, stocks and bonds

Julien Chevallier Universite Paris 8, LED. 2 rue de la Liberte, 93526, Saint-Denis Cedex, FranceCorrespondence[email protected]
&
Florian Ielpo Banque Cantonale Vaudoise, Place Saint Franois 14, PO Box 300, 1001, Lausanne, Switzerland
Pages 1008-1018 | Published online: 12 Mar 2013

Citations (6)

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Noureddine Benlagha. (2014) Dependence structure between nominal and index-linked bond returns: a bivariate copula and DCC-GARCH approach. Applied Economics 46:31, pages 3849-3860.
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Articles from other publishers (5)

Aarzoo Sharma. (2022) A comparative analysis of the financialization of commodities during COVID-19 and the global financial crisis using a quantile regression approach. Resources Policy 78, pages 102923.
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Christian Urom, Lasbrey Anochiwa, Denis Yuni & Gabriel Idume. (2019) Asymmetric linkages among precious metals, global equity and bond yields: The role of volatility and business cycle factors. The Journal of Economic Asymmetries 20, pages e00120.
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A. Manelli, S. Branciari, L. Montanini & A. D’Andrea. 2019. The First Outstanding 50 Years of “Università Politecnica delle Marche”. The First Outstanding 50 Years of “Università Politecnica delle Marche” 147 164 .
Vincenzo Candila & Salvatore Farace. (2018) On the Volatility Spillover between Agricultural Commodities and Latin American Stock Markets. Risks 6:4, pages 116.
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Hassan Hamadi, Charbel Bassil & Tamara Nehme. (2017) News surprises and volatility spillover among agricultural commodities: The case of corn, wheat, soybean and soybean oil. Research in International Business and Finance 41, pages 148-157.
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