Zhijie Du

affiliation not provided to SSRN

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Correlation in Commodity Futures and Equity Markets Around the World: Long-Run Trend and Short-Run Fluctuation

Number of pages: 41 Posted: 26 Feb 2012
Xiaoming Li, Bing Zhang and Zhijie Du
Massey University - School of Economics and Finance (Albany), Nanjing University - School of Management and Engineering and affiliation not provided to SSRN
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Abstract:

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Commodity futures, Equity, Conditional correlation, Long-run trend