Bubbling over! : the behaviour of oil futures along the yield curve
Year of publication: |
September 2016
|
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Authors: | Tsvetanov, Daniel ; Coakley, Jerry ; Kellard, Neil |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 38.2016, Part B, p. 516-533
|
Subject: | Rational bubbles | Spot and futures prices | Bubble dating algorithm | Macro-prudential policy | Spekulationsblase | Bubbles | Börsenkurs | Share price | Zinsstruktur | Yield curve | Derivat | Derivative | Rohstoffderivat | Commodity derivative |
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