Are Commodity Futures Prices Barometers of the Global Economy?
收藏NBER2013-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w19706
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资源简介：
This paper analyzes whether commodity futures prices traded in the United States reveal information relevant to stock prices of East Asian economies including China, Japan, Hong Kong, South Korea, and Taiwan. We find significant and positive predictive powers of overnight futures returns of copper
提供机构：
美国国家经济研究局
创建时间：
2013-12-01
