Bank of Korea paper investigates link between liquidity and commodity prices

Bank of Korea, Seoul
The Bank of Korea

A working paper published on May 19 by the Bank of Korea has found a link between global liquidity and commodity prices.

The paper, Global liquidity and commodity prices, by Hyunju Kang, Bok-Keun Yu and Jongmin Yu, notes commodity prices rebounded quickly after the 2008 financial crisis, much faster than the economic recovery in most countries.

The researchers use a structural vector autoregression to investigate this trend, based on data from January 2004 to April 2014. They find energy and

Only users who have a paid subscription or are part of a corporate subscription are able to print or copy content.

To access these options, along with all other subscription benefits, please contact info@centralbanking.com or view our subscription options here: http://subscriptions.centralbanking.com/subscribe

You are currently unable to copy this content. Please contact info@centralbanking.com to find out more.

Sorry, our subscription options are not loading right now

Please try again later. Get in touch with our customer services team if this issue persists.

New to Central Banking? View our subscription options

Register for Central Banking

All fields are mandatory unless otherwise highlighted

This address will be used to create your account

You need to sign in to use this feature. If you don’t have a Central Banking account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account

.