Dependence of stock and commodity futures markets in China: Implications for portfolio investment

著录项

• 来源
  《Emerging markets review》 |2014年第12期|183-200|共18页
• 作者

  Shawkat Hammoudeh; Duc Khuong Nguyen; Juan Carlos Reboredo; Xiaoqian Wen;

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• 作者单位

  Lebow College of Business, Drexel University, Philadelphia, PA, USA,IPAG Lab, IPAG Business School, Paris, France;

  IPAG Lab, IPAG Business School, Paris, France,184, Boulevard Saint-Germain, 75006 Paris, France;

  Department of Economics, Universidade de Santiago de Compostela, Santiago de Compostela, Spain;

  School of Economics & Management, Southwest Jiao Tong University, China;

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• 收录信息
• 原文格式 PDF
• 正文语种 eng
• 中图分类
• 关键词

  China; Commodity futures; Equity markets; Co-movement; Copulas; Portfolio risk management;

  机译：中国;商品期货;股票市场;共同运动;科普拉斯;投资组合风险管理;