A Note on Erb and Harvey (2005)
Year of publication: |
2005-12-01
|
---|---|
Authors: | Gorton, Gary ; Rouwenhorst, K. |
Institutions: | School of Management, Yale University |
Subject: | Commodity | commodities | futures | diversification |
-
Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A., (2014)
-
Financialisation of agricultural commodity and its trading during COVID-19 pandemic
Mahalakshmi S., (2021)
-
Effects of speculation and interest rates in a “carry trade” model of commodity prices
Frankel, Jeffrey A., (2014)
- More ...
-
Facts and Fantasies about Commodity Futures
Gorton, Gary, (2004)
-
Commodity Futures: A Japanese Perspective
Gorton, Gary, (2006)
-
Bhardwaj, Geetesh, (2008)
- More ...