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Stocks, Commodities and Business Cycle Fluctuations – Seeking the Diversification Benefits

Object's details: Stocks, Commodities and Business Cycle Fluctuations – Seeking the Diversification Benefits

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Provider:Akademicka Platforma Czasopism

Description

Title:
Stocks, Commodities and Business Cycle Fluctuations – Seeking the Diversification Benefits
Creator:
Kurach, Radosław
Description:
In this study we empirically verify the diversification potential of different commodity sectors for equity portfolios. We also try to find the explanation of varying cross-sectoral diversification benefits by verifying the relationship between macroeconomic variables and commodity indices. We employ correlation analysis for our purposes. The obtained results indicate that Precious Metal and Livestock are valuable equity portfolio diversifiers, while Industrial Metals volatility has much in common with the fluctuations of broad stock market.
Object availability:
free access
Rights:
Prawa autorskie (c) 2015 Equilibrium
Date:
2012.12.31
Type:
info:eu-repo/semantics/article;
info:eu-repo/semantics/publishedVersion
Language:
English
Source:
Equilibrium; Bd. 7 Nr. 4 (2012); 101-116;
Equilibrium. Equilibrium. Quarterly Journal of Economics and Economic Policy; Vol. 7 No. 4 (2012); 101-116;
Equilibrium; Tom 7 Nr 4 (2012); 101-116
Format:
application/pdf
Publisher:
Uniwersytet Mikołaja Kopernika
Relation: https://apcz.umk.pl/EQUIL/article/view/EQUIL.2012.029/6994
Subject:
stock and commodity markets;
diversification benefits;
business cycle fluctuations;
E32;
F30;
G11
Identifier: https://apcz.umk.pl/EQUIL/article/view/EQUIL.2012.029
Data provider:
Akademicka Platforma Czasopism

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