Work

Commodity and equity markets: Some stylized facts from a copula approach

Year: 2013

Type: article

Source: Journal of Banking & Finance

DOI: 10.1016/j.jbankfin.2013.06.012

Authors: Anne-Laure Delatte, Claude Lopez

Institutions: Centre National de la Recherche Scientifique, Université Paris Nanterre, Banque de France

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2241677461

FWCI: 23.49

Cites: 21

Cited by: 150

Related to: 10