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bahattin büyükşahin michael s. haigh michel a. robe december , abstract amidst a sharp rise in commodity investing, many have asked whether commodities nowadays move in sync with traditional financial assets. we provide evidence that challenges this idea. using dynamic correlation and recursive cointegration
fishe, andrei kirilenko, delphine lautier, jim moser and david reiffen for helpful comments and suggestions. all remaining errors and omissions, if any, are the authors' sole responsibility. this paper reflects the opinions of its authors only, and not those of the cftc, the commissioners, or any other...
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