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Yamori, N., “Characteristics of Japan’s Commodities Index and its Correlation with Stock Index,” Journal of Applied Research in Finance 1, pp.187-192, 2009.

has been cited by the following article:

• TITLE: Co-Movement between Commodity Market and Equity Market: Does Commodity Market Change?

  AUTHORS: Nobuyoshi Yamori

  KEYWORDS: TOCOM, Commodity Futures, Japan, Index, Bubble

  JOURNAL NAME: Modern Economy, Vol.2 No.3, July 27, 2011

  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.