Does FX volatility affect the distributions of commodity futures returns?
Year of publication: |
2013
|
---|---|
Authors: | Grieb, Terrance |
Published in: |
International journal of financial research. - Toronto : Sciedu Press, ISSN 1923-4023, ZDB-ID 2611282-6. - Vol. 4.2013, 4, p. 1-10
|
Subject: | mean and volatility spillover effects | foreign exchange | commodities | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Rohstoffderivat | Commodity derivative | Wechselkurs | Exchange rate | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
-
Maitra, Debasish, (2019)
-
Volatility spillovers in commodity markets
Chevallier, Julien, (2013)
-
Volatility returns with vengeance : financial markets vs. commodities
Aboura, Sofiane, (2015)
- More ...
-
Hedging positions in US wheat markets : a disaggregated data analysis
Hoang, Nam, (2020)
-
Managing free-rider behavior in teams
Grieb, Terrance, (2001)
-
A test of three teaching methodologies
Grieb, Terrance, (2004)
- More ...