| dc.contributor | 財管系 | - |
| dc.creator (作者) | 魏品揚;張元晨 | - |
| dc.creator (作者) | Wei, Ping-Yang ; Chang, Yuanchen | - |
| dc.date (日期) | 2015-04 | - |
| dc.date.accessioned | 4-六月-2015 15:58:08 (UTC+8) | - |
| dc.date.available | 4-六月-2015 15:58:08 (UTC+8) | - |
| dc.date.issued (上傳時間) | 4-六月-2015 15:58:08 (UTC+8) | - |
| dc.identifier.uri (URI) | http://nccur.lib.nccu.edu.tw/handle/140.119/75572 | - |
| dc.description.abstract (摘要) | This study explores the linkage between equity markets and commodity markets, finding that the stock price indices of Australia, Canada, Chile, New Zealand, and South Africa contain information about future movements in the commodity markets. We also show that these patterns are different before and after the recent financial crisis. In the pre-crisis period, models based on stock price indices do not outperform the benchmark model. However, in the post-crisis period we see that stock price indices help forecast the price changes of the associated commodity markets as well as aggregated commodity price movements. | - |
| dc.format.extent | 1040373 bytes | - |
| dc.format.mimetype | application/pdf | - |
| dc.relation (關聯) | 經濟論文叢刊 | - |
| dc.title (題名) | The Relationship between Equity and Commodity Markets during the Credit Crisis | - |
| dc.type (資料類型) | article | en |
