A key determinant of commodity price Co-movement: The role of daily market liquidity

Keyphrases

• Daily Market 100%
• Commodity Prices Co-movement 100%
• Market Liquidity 100%
• Price Co-movement 100%
• Inflation 50%
• Politicians 50%
• Liquidity 50%
• Price Shocks 50%
• Cointegration 50%
• Bellwether 50%
• Daily Commodities 50%
• Common Trends 50%
• Inflation Volatility 50%
• Liquidity Dynamics 50%
• Inflation Risk 50%
• Liquidity Factor 50%
• Live Cattle 50%
• Granger Causality Analysis 50%
• Commodity Prices 50%

Economics, Econometrics and Finance

• Inflation 100%
• Causality Analysis 66%
• Volatility 33%