| Article ID | Journal | Published Year | Pages | File Type |
|---|---|---|---|---|
| 5083863 | International Review of Economics & Finance | 2013 | 9 Pages |
Abstract
⺠There exist significant information spillovers between stock and maritime markets. ⺠The conditional correlation between DJIA and BDI is bi-directional. ⺠The previous monthly changes in Baltic Dry Index help to explain the changes in DJI. ⺠The previous weekly changes in DJI help to explain changes in the Baltic Dry Index. ⺠The time charter rates in shipping would be included in capital asset pricing models.
Related Topics
Social Sciences and Humanities
Economics, Econometrics and Finance
Economics and Econometrics
Authors
Oral Erdogan, Kenan Tata, B. Can Karahasan, M. Hakan Sengoz,