文章基本信息

标题：Co-Movement between Commodity Market and Equity Market: Does Commodity Market Change?
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作者：Nobuyoshi Yamori
期刊名称：Modern Economy
印刷版ISSN：2152-7245
电子版ISSN：2152-7261
出版年度：2011
卷号：2
期号：3
页码：335-339
DOI：10.4236/me.2011.23036
出版社：Scientific Research Publishing
摘要：This paper, using Japanese market data, finds that although the correlation between equity markets and commodity market used to be negative or almost zero before around 2006, it has increased significantly after the global financial crisis in Autumn of 2008. In this sense, the commodity market lost its character as an alternative asset.
关键词：TOCOM; Commodity Futures; Japan; Index; Bubble