The relationship between commodity markets and commodity mutual funds: A wavelet-based analysis
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DOI: 10.1016/j.frl.2017.03.005
Abstract: This paper analyses the causal relationship between commodities funds and returns using monthly data for the period May 1997 to August 2015. Linear Granger causality tests fail to detect any evidence of causal relationships. However,… read more here.
Keywords: commodity; period; relationship commodity; causality ... See more keywords