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Applied Econometrics Paper
- Scriptie • 12 pagina's • 2020
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- €14,69
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LINKAGE BETWEEN STOCK AND COMMODITY MARKETS' VOLATILITY IN THE PHILIPPINES

In this paper, I will contribute to the emerging empirical literature dealing with the relationship between commodity and stock markets. Our sample consists of commodities covering various sectors over the period. Relying on a large panel of raw materials (energy, metals, agricultural, food, ...) allows us to study whether commodities constitute a homogenous asset class with regard to their links with stock markets, and...