Co-Movement between Commodity Market and Equity Market: Does Commodity Market Change? - Modern Economy

ME > Vol.2 No.3, July 2011

Modern Economy

Volume 2, Issue 3 (July 2011)

ISSN Print: 2152-7245 ISSN Online: 2152-7261

Google-based Impact Factor: 0.74 Citations h5-index & Ranking

Co-Movement between Commodity Market and Equity Market: Does Commodity Market Change? ()

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Download as PDF (Size: 376KB) PP. 335-339

DOI: 10.4236/me.2011.23036 5,826 Downloads 10,328 Views Citations

Author(s)

Nobuyoshi Yamori

Affiliation(s)

ABSTRACT

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.

KEYWORDS

TOCOM, Commodity Futures, Japan, Index, Bubble

Share and Cite:

N. Yamori, "Co-Movement between Commodity Market and Equity Market: Does Commodity Market Change?," Modern Economy, Vol. 2 No. 3, 2011, pp. 335-339. doi: 10.4236/me.2011.23036.

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