Commodities and the Market Price of Risk
Year of publication: |
2008-09-01
|
---|---|
Authors: | Roache, Shaun K. |
Institutions: | International Monetary Fund (IMF) |
Subject: | Commodity prices | Risk management | Interest rates | Economic models | commodity futures | investors | risk premium | hedge | risk exposure | real interest rates | hedging | stock market | futures contracts | interest rate risk | expected returns | equity market | commodity futures contracts | futures prices | futures markets | financial assets | arbitrage pricing theory | stock markets | currency risk | present value | commodity futures prices | fixed income | stock market index | bond | gold futures | global stock markets | open interest | hedges | asset markets | futures price | financial instruments | backwardation | interest income | futures contract | financial market | financial markets | stock returns | financial economics | bond markets |
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