The Myth Of Comoving Commodity Prices
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| Authors | Paul Cashin |
| Alasdair Scott | |
| C. John McDermott | |
| Date of Reg. | |
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| ID | 2180228 |
About The Myth Of Comoving Commodity Prices
There is a common perception that the prices of unrelated commodities move together. This paper re-examines this notion, using a measure of comovement of economic time series called concordance. . . .