New Evidence on the Information and Predictive Content of the Baltic Dry Index

New Evidence on the Information and Predictive Content of the Baltic Dry Index

This empirical study analyzes the information and predictive content of the Baltic Dry Index (BDI) with respect to a range of financial assets and the macroeconomy. By using panel methodological approaches and daily data spanning the period 1985–2012, the empirical analysis documents the joint predi...

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Bibliographic Details
Main Authors: Nicholas Apergis, James E. Payne
Format: Article
Language:English
Published: MDPI AG 2013-07-01
Series:International Journal of Financial Studies
Subjects:
Baltic Dry Index
asset markets
macroeconomy
panel data
Online Access:http://www.mdpi.com/2227-7072/1/3/62

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