Does FX Volatility Affect the Distributions of Commodity Futures Returns?
Year of publication: |
2013
|
---|---|
Authors: | Grieb, Terrance |
Published in: |
International Journal of Financial Research. - International Journal of Financial Research, Sciedu Press. - Vol. 4.2013, 4, p. 1-10
|
Publisher: |
International Journal of Financial Research, Sciedu Press |
Subject: | mean and volatility spillover effects | foreign exchange | commodities |
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