The linkage between aggregate investor sentiment and metal futures returns : a nonlinear approach
Year of publication: |
November 2015
|
---|---|
Authors: | Zheng, Yao |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 58.2015, p. 128-142
|
Subject: | Metal futures | Investor sentiment | VAR-GARCH-M | Markov regime-switching | Anlageverhalten | Behavioural finance | Metallmarkt | Metal market | Markov-Kette | Markov chain | Kapitaleinkommen | Capital income | Schätzung | Estimation | Rohstoffderivat | Commodity derivative | Volatilität | Volatility |
-
The linkage between aggregate stock market investor sentiment and commodity futures returns
Zheng, Yao, (2014)
-
Understanding momentum in commodity markets
Chevallier, Julien, (2013)
-
Does the stock market drive herd behavior in commodity futures markets?
Demirer, Rıza, (2015)
- More ...
-
Hybrid quantile regression estimation for time series models with conditional heteroscedasticity
Zheng, Yao, (2018)
-
Ma, Chaoqun, (2012)
-
The impact of issuing warrant and debt on behavior of the firm's stock
Xiao, Wei-lin, (2013)
- More ...