Bing Zhang

Nanjing University - School of Management and Engineering

Nanjing, Jiangsu 210093

China

SCHOLARLY PAPERS

2

DOWNLOADS

572

CITATIONS

0

Scholarly Papers (2)

1.

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
Downloads 411 (68,829)

Abstract:

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

2.

Global Equity-Commodity Market Correlations: Financial Crises and Broken Trends

Number of pages: 50 Posted: 16 Jan 2013
Xiaoming Li and Bing Zhang
Massey University - School of Economics and Finance (Albany) and Nanjing University - School of Management and Engineering
Downloads 161 (180,197)

Abstract:

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commodity index, equity index, correlation trend, financial crisis, structural break