Co-movements in commodity prices: Global, sectoral and commodity-specific factors
Year of publication: |
2015
|
---|---|
Authors: | Yin, Libo ; Han, Liyan |
Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 126.2015, C, p. 96-100
|
Publisher: |
Elsevier |
Subject: | Commodity returns | Co-movements | Dynamic latent factor model | Bayesian estimation |
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