Global financial crisis and rising connectedness in the international commodity markets
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DOI: 10.1016/j.irfa.2018.08.003
Abstract: Abstract This paper documents a dramatic change in the nature of connectedness in global commodity prices following the 2008 global financial crisis. We show that co-dependence in price-changes among seven major commodity classes goes from… read more here.
Keywords: global financial; connectedness; financial crisis; commodity ... See more keywords