Investment shocks and the commodity basis spread
Year of publication: |
2013
|
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Authors: | Yang, Fan |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 110.2013, 1, p. 164-184
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Subject: | Commodity futures | Investment-based asset pricing | Investment shocks | Basis spread | Schock | Shock | Zinsstruktur | Yield curve | Investition | Investment | Rohstoffderivat | Commodity derivative | Risikoprämie | Risk premium | Konjunktur | Business cycle | Rohstoffpreis | Commodity price |
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