Liquidity commonality in commodities
Year of publication: |
2013
|
---|---|
Authors: | Marshall, Ben R. ; Nguyen, Nhut H. ; Visaltanachoti, Nuttawat |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 37.2013, 1, p. 11-20
|
Subject: | Commodity | Liquidity | Commonality | Diversification | Hedging | Theorie | Theory | Liquidität | Portfolio-Management | Portfolio selection | Marktliquidität | Market liquidity | Rohstoffderivat | Commodity derivative | Warenbörse | Commodity exchange | Diversifikation |
-
Does Bitcoin hedge commodity uncertainty?
Hoang, Khanh, (2020)
-
Illiquidity transmission from spot to futures markets
Korn, Olaf, (2014)
-
Liquidity Commonality in Commodities
Marshall, Ben R., (2011)
- More ...
-
Risk reduction using trailing stop‐loss rules
Dai, Bochuan, (2020)
-
ETF arbitrage : intraday evidence
Marshall, Ben R., (2013)
-
Liquidity measurement in frontier markets
Marshall, Ben R., (2013)
- More ...