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They're back! Post-financialization diversification benefits of commodities?.


ABSTRACT: Highlights•This paper focuses on the diversification potential of commodities in Canada.•Diversification potential through commodities in commodity-currency markets is unresolved.•Commodities have diversification potential in Canada in recent years.•The Bloomberg commodity index is superior to others out-of-sample.•International as well as sectorial diversification matters.

SUBMITTER: Gagnon M 

PROVIDER: S-EPMC7227611 | biostudies-literature | 2020 Oct

REPOSITORIES: biostudies-literature

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