Title:Impact of speculation and economic uncertainty on commodity markets Author(s):ANDREASSON, Pierre; BEKIROS, Stelios D.; KHUONG NGUYEN, Duc; UDDIN, Gazi SalahDate:2016Citation:
- International review of financial analysis, 2016, Vol. 43, pp. 115-127
Type:ArticleAbstract:We examine the interactions between commodity futures returns and five driving factors (financial speculation, exchange rate, stock market dynamics, implied volatility for the US equity market, and economic policy uncertainty). ...
Title:Detecting nonlinear interdependencies in eurozone peripheral equity markets : a multistep filtering approach Author(s):BEKIROS, Stelios D.; AVDOULAS, Christos; BOUBAKER, SabriDate:2016Citation:
- Economic modelling, 2016, Vol. 58, pp. 580-587
Type:ArticleAbstract:This paper assesses the presence of linear and nonlinear dynamic causal relations among the stock markets of the Eurozone peripheral countries, namely Portugal, Ireland, Italy, Greece and Spain (PIIGS countries). In addition ...